+265.9%
IONQ vs ABCL
-71.4%
+337.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| 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% | -28.0% |
| 3M | -39.8% | +79.4% | -119.2% | -55.6% |
| 6M | +6.4% | +214.9% | -208.4% | -39.0% |
| YTD | -11.9% | +234.2% | -246.1% | -50.7% |
| 1Y | -6.2% | +174.8% | -180.9% | -44.4% |
| 3Y | +125.7% | +104.5% | +21.2% | +36.3% |
| 5Y | +296.0% | -39.0% | +335.0% | +207.0% |
| All | +265.9% | -71.4% | +337.4% | +201.2% |
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