+202.0%
IONQ vs BABA
-48.7%
+250.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +1.3% | +22.1% | +22.9% |
| 7D | +8.6% | +11.6% | -3.0% | +3.8% |
| 30D | -21.1% | +2.3% | -23.4% | -22.0% |
| 3M | -17.9% | -13.7% | -4.2% | -14.3% |
| 6M | -37.9% | -21.9% | -16.0% | -33.1% |
| YTD | -27.3% | -24.6% | -2.7% | -20.5% |
| 1Y | -43.2% | -34.1% | -9.1% | -34.6% |
| 3Y | +191.0% | +36.3% | +154.7% | +139.5% |
| 5Y | +69.3% | -26.7% | +96.0% | +64.5% |
| All | +202.0% | -48.7% | +250.7% | +209.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling