-6.2%
IONQ vs ABCL
+186.8%
-193.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.8% |
| 7D | +0.8% | +0.7% | +0.1% | +0.6% |
| 30D | -1.0% | +93.1% | -94.1% | -29.2% |
| 3M | -39.8% | +79.4% | -119.2% | -56.3% |
| 6M | +6.4% | +214.9% | -208.4% | -45.9% |
| YTD | -11.9% | +234.2% | -246.1% | -57.3% |
| 1Y | -6.2% | +174.8% | -180.9% | -47.3% |
| All | -6.2% | +186.8% | -193.0% | -47.3% |
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