+139.3%
BAC vs IONQ
+255.2%
-115.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +20.3% |
| 6M | +26.6% | +6.4% | +20.2% | +23.9% |
| YTD | +15.8% | -11.9% | +27.7% | +14.2% |
| 1Y | +27.2% | -6.2% | +33.3% | +23.3% |
| 3Y | +132.4% | +125.7% | +6.7% | +95.7% |
| 5Y | +72.6% | +296.0% | -223.4% | +29.2% |
| All | +139.3% | +255.2% | -115.9% | +69.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling