+144.7%
IONQ vs BA
-17.9%
+162.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -2.5% | -8.0% | -8.7% |
| 7D | -16.7% | -0.1% | -16.6% | -16.7% |
| 30D | -38.9% | -9.1% | -29.8% | -35.4% |
| 3M | -33.8% | -28.2% | -5.6% | -17.3% |
| 6M | -44.9% | -23.1% | -21.8% | -34.9% |
| YTD | -41.1% | -20.6% | -20.5% | -32.4% |
| 1Y | -52.3% | -12.7% | -39.6% | -49.1% |
| 3Y | +128.2% | -11.6% | +139.8% | +129.4% |
| 5Y | +37.2% | -23.1% | +60.3% | +39.5% |
| All | +144.7% | -17.9% | +162.6% | +125.4% |
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