+224.0%
IONQ vs BAH
+11.9%
+212.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.3% |
| 7D | +16.7% | +0.5% | +16.2% | +15.9% |
| 30D | -12.3% | +18.2% | -30.5% | -18.8% |
| 3M | -17.7% | +13.1% | -30.8% | -22.8% |
| 6M | -28.9% | +15.2% | -44.1% | -35.0% |
| YTD | -22.0% | +6.0% | -28.0% | -26.5% |
| 1Y | -36.8% | +3.1% | -39.9% | -39.8% |
| 3Y | +228.2% | -26.2% | +254.4% | +253.7% |
| 5Y | +91.9% | +9.3% | +82.6% | +64.9% |
| All | +224.0% | +11.9% | +212.1% | +178.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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