+37.2%
IONQ vs ABCL
-30.0%
+67.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -9.4% | -1.2% | -5.9% |
| 7D | -16.7% | -14.9% | -1.8% | -9.6% |
| 30D | -38.9% | -15.4% | -23.6% | -33.7% |
| 3M | -33.8% | +88.0% | -121.8% | -55.2% |
| 6M | -44.9% | +138.8% | -183.8% | -68.6% |
| YTD | -41.1% | +225.4% | -266.5% | -71.8% |
| 1Y | -52.3% | +137.3% | -189.6% | -73.2% |
| 3Y | +128.2% | +136.8% | -8.6% | +10.3% |
| 5Y | +37.2% | -26.2% | +63.4% | +17.5% |
| All | +37.2% | -30.0% | +67.2% | +17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling