+227.2%
IONQ vs ABCL
-68.8%
+296.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +5.2% | +3.1% | +6.2% |
| 7D | +25.5% | +12.4% | +13.0% | +20.3% |
| 30D | -11.4% | -0.4% | -11.0% | -10.7% |
| 3M | -20.5% | +80.4% | -100.8% | -40.2% |
| 6M | -28.2% | +138.5% | -166.8% | -53.6% |
| YTD | -21.2% | +265.5% | -286.7% | -57.5% |
| 1Y | -40.4% | +219.7% | -260.1% | -65.8% |
| 3Y | +214.7% | +209.4% | +5.3% | +63.8% |
| 5Y | +56.9% | -15.0% | +71.9% | +15.1% |
| All | +227.2% | -68.8% | +296.0% | +159.7% |
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