+21.7%
BAC vs IONQ
+58.7%
-37.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -9.4% | +9.1% | +0.4% |
| 7D | +1.5% | +16.8% | -15.3% | +0.1% |
| 30D | -6.4% | -11.1% | +4.7% | -5.9% |
| 3M | -21.7% | -31.7% | +10.1% | -19.9% |
| 6M | +0.5% | -44.8% | +45.3% | +3.5% |
| YTD | -6.7% | -31.2% | +24.5% | -6.8% |
| 1Y | -4.7% | -39.1% | +34.5% | -4.3% |
| 3Y | +96.1% | +189.5% | -93.4% | +57.6% |
| 5Y | +21.7% | +53.2% | -31.5% | -10.5% |
| All | +21.7% | +58.7% | -37.0% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IONQ.
Daily Out/Under-Performance
Portfolio return minus IONQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONQ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded IONQ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling