+135.8%
IONQ vs ABCL
+139.9%
-4.1%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -9.4% | -1.2% | -6.4% |
| 7D | -16.7% | -14.9% | -1.8% | -10.5% |
| 30D | -38.9% | -15.4% | -23.6% | -34.3% |
| 3M | -33.8% | +88.0% | -121.8% | -52.8% |
| 6M | -44.9% | +138.8% | -183.8% | -66.4% |
| YTD | -41.1% | +225.4% | -266.5% | -69.2% |
| 1Y | -52.3% | +137.3% | -189.6% | -71.5% |
| All | +135.8% | +139.9% | -4.1% | +25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling