+71.4%
BAC vs IONQ
+295.2%
-223.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.3% | -0.2% |
| 7D | +1.1% | +0.8% | +0.3% | +1.0% |
| 30D | -0.4% | -1.0% | +0.6% | -0.5% |
| 3M | +16.9% | -39.8% | +56.7% | +20.4% |
| 6M | +26.6% | +6.4% | +20.2% | +23.8% |
| YTD | +15.8% | -11.9% | +27.7% | +14.2% |
| 1Y | +27.2% | -6.2% | +33.3% | +23.2% |
| 3Y | +132.4% | +125.7% | +6.7% | +94.9% |
| All | +71.4% | +295.2% | -223.8% | +28.9% |
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