-43.2%
IONQ vs ABCL
+152.2%
-195.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +6.7% | +16.7% | +20.2% |
| 7D | +8.6% | -3.2% | +11.8% | +10.7% |
| 30D | -21.1% | -7.4% | -13.7% | -18.0% |
| 3M | -17.9% | +81.9% | -99.8% | -41.1% |
| 6M | -37.9% | +135.7% | -173.7% | -65.2% |
| YTD | -27.3% | +247.4% | -274.7% | -71.4% |
| 1Y | -43.2% | +162.3% | -205.5% | -72.9% |
| All | -43.2% | +152.2% | -195.4% | -72.9% |
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