+191.0%
IONQ vs BAH
-26.3%
+217.3%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -4.4% | +27.9% | +24.8% |
| 7D | +8.6% | -3.5% | +12.1% | +9.4% |
| 30D | -21.1% | +24.3% | -45.3% | -27.5% |
| 3M | -17.9% | +16.3% | -34.2% | -23.0% |
| 6M | -37.9% | +13.6% | -51.5% | -42.0% |
| YTD | -27.3% | +3.5% | -30.8% | -29.8% |
| 1Y | -43.2% | +2.7% | -45.9% | -45.2% |
| 3Y | +191.0% | -26.6% | +217.6% | +213.0% |
| All | +191.0% | -26.3% | +217.3% | +213.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling