+185.7%
IONQ vs BA
-18.3%
+204.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -1.7% | -7.7% | -8.2% |
| 7D | +16.8% | -0.6% | +17.3% | +17.4% |
| 30D | -11.1% | -8.0% | -3.1% | -6.8% |
| 3M | -31.7% | -25.8% | -5.9% | -16.6% |
| 6M | -44.8% | -27.6% | -17.2% | -31.8% |
| YTD | -31.2% | -21.0% | -10.2% | -20.6% |
| 1Y | -39.1% | -12.3% | -26.9% | -35.2% |
| 3Y | +189.5% | -12.8% | +202.3% | +194.6% |
| 5Y | +53.2% | -22.4% | +75.5% | +55.4% |
| All | +185.7% | -18.3% | +204.1% | +164.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 BA 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