+227.2%
IONQ vs BABA
-50.6%
+277.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -3.7% | +12.1% | +9.7% |
| 7D | +25.5% | +3.8% | +21.6% | +23.3% |
| 30D | -11.4% | -5.4% | -6.0% | -9.9% |
| 3M | -20.5% | -17.9% | -2.5% | -15.5% |
| 6M | -28.2% | -24.1% | -4.2% | -21.9% |
| YTD | -21.2% | -27.4% | +6.2% | -12.8% |
| 1Y | -40.4% | -36.1% | -4.3% | -30.6% |
| 3Y | +214.7% | +35.4% | +179.3% | +159.0% |
| 5Y | +56.9% | -30.1% | +87.0% | +54.6% |
| All | +227.2% | -50.6% | +277.8% | +240.1% |
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