-44.7%
IONQ vs ABCL
+138.2%
-182.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.9% |
| 7D | -8.9% | -10.0% | +1.1% | -4.6% |
| 30D | -31.3% | -10.9% | -20.4% | -27.9% |
| 3M | -29.2% | +101.6% | -130.8% | -52.1% |
| 6M | -35.4% | +167.5% | -203.0% | -66.5% |
| YTD | -34.2% | +259.1% | -293.2% | -73.9% |
| 1Y | -44.7% | +152.2% | -196.8% | -74.1% |
| All | -44.7% | +138.2% | -182.9% | -74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling