+144.7%
IONQ vs BABA
-49.3%
+194.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +2.6% | -13.2% | -11.5% |
| 7D | -16.7% | +8.6% | -25.2% | -19.5% |
| 30D | -38.9% | -1.1% | -37.9% | -38.9% |
| 3M | -33.8% | -15.9% | -17.9% | -30.3% |
| 6M | -44.9% | -17.5% | -27.4% | -41.9% |
| YTD | -41.1% | -25.6% | -15.5% | -35.4% |
| 1Y | -52.3% | -33.8% | -18.5% | -45.2% |
| 3Y | +128.2% | +34.6% | +93.6% | +88.5% |
| 5Y | +37.2% | -27.7% | +64.8% | +33.8% |
| All | +144.7% | -49.3% | +194.0% | +152.1% |
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 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