+88.7%
BAC vs IONQ
+193.2%
-104.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +23.4% | -24.1% | -2.3% |
| 7D | -1.2% | +8.6% | -9.8% | -2.0% |
| 30D | -7.7% | -21.1% | +13.4% | -6.5% |
| 3M | -21.2% | -17.9% | -3.3% | -20.6% |
| 6M | -6.8% | -37.9% | +31.1% | -5.2% |
| YTD | -8.7% | -27.3% | +18.6% | -9.1% |
| 1Y | -5.3% | -43.2% | +37.9% | -4.4% |
| 3Y | +87.4% | +191.0% | -103.5% | +54.6% |
| 5Y | +18.9% | +69.3% | -50.4% | -9.2% |
| All | +88.7% | +193.2% | -104.5% | +34.9% |
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 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