+167.4%
IONQ vs BABA
-55.7%
+223.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | 0.0% | -6.4% | -6.4% |
| 7D | -11.5% | -13.8% | +2.3% | -6.4% |
| 30D | -8.1% | -15.1% | +7.0% | -2.5% |
| 3M | -35.8% | -22.7% | -13.1% | -30.1% |
| 6M | -47.7% | -34.7% | -13.1% | -39.5% |
| YTD | -35.6% | -35.0% | -0.6% | -25.6% |
| 1Y | -36.4% | -40.4% | +4.0% | -23.9% |
| 3Y | +150.0% | +21.9% | +128.1% | +114.4% |
| 5Y | +43.3% | -39.9% | +83.2% | +48.5% |
| All | +167.4% | -55.7% | +223.1% | +190.2% |
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