+202.0%
IONQ vs ABCL
-70.3%
+272.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +6.7% | +16.7% | +20.6% |
| 7D | +8.6% | -3.2% | +11.8% | +10.6% |
| 30D | -21.1% | -7.4% | -13.7% | -18.2% |
| 3M | -17.9% | +81.9% | -99.8% | -38.5% |
| 6M | -37.9% | +135.7% | -173.7% | -59.8% |
| YTD | -27.3% | +247.4% | -274.7% | -60.0% |
| 1Y | -43.2% | +162.3% | -205.5% | -65.0% |
| 3Y | +191.0% | +165.5% | +25.5% | +60.5% |
| 5Y | +69.3% | -21.3% | +90.6% | +27.0% |
| All | +202.0% | -70.3% | +272.3% | +144.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling