-39.1%
IONQ vs ABCL
+189.1%
-228.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -2.8% | -6.6% | -8.0% |
| 7D | +16.8% | +4.4% | +12.4% | +15.1% |
| 30D | -11.1% | -7.9% | -3.3% | -6.9% |
| 3M | -31.7% | +12.2% | -43.9% | -35.9% |
| 6M | -44.8% | +134.7% | -179.5% | -70.4% |
| YTD | -31.2% | +239.8% | -271.0% | -76.0% |
| 1Y | -39.1% | +192.7% | -231.8% | -73.4% |
| All | -39.1% | +189.1% | -228.2% | -73.4% |
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