-44.7%
IONQ vs BABA
-34.7%
-10.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.9% | -6.4% | -3.3% |
| 7D | -8.9% | +4.3% | -13.2% | -10.4% |
| 30D | -31.3% | -5.0% | -26.3% | -29.9% |
| 3M | -29.2% | -18.4% | -10.8% | -24.1% |
| 6M | -35.4% | -20.3% | -15.2% | -29.5% |
| YTD | -34.2% | -27.5% | -6.7% | -25.4% |
| 1Y | -44.7% | -35.3% | -9.3% | -31.5% |
| All | -44.7% | -34.7% | -10.0% | -31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BABA.
Daily Out/Under-Performance
Portfolio return minus BABA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BABA 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 BABA 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