+265.9%
IONQ vs BABA
-46.9%
+312.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +0.8% |
| 7D | +0.8% | -4.8% | +5.6% | +2.7% |
| 30D | -1.0% | -11.9% | +10.9% | +3.0% |
| 3M | -39.8% | -9.3% | -30.5% | -38.2% |
| 6M | +6.4% | -14.2% | +20.7% | +11.6% |
| YTD | -11.9% | -22.0% | +10.1% | -4.5% |
| 1Y | -6.2% | -12.7% | +6.6% | -2.1% |
| 3Y | +125.7% | +26.7% | +99.0% | +92.9% |
| 5Y | +296.0% | -29.3% | +325.3% | +280.2% |
| All | +265.9% | -46.9% | +312.8% | +272.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling