+294.8%
IONQ vs BAH
-3.4%
+298.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.7% | +2.0% |
| 7D | +0.8% | -3.2% | +4.1% | +2.3% |
| 30D | -1.0% | +2.0% | -3.0% | -2.0% |
| 3M | -39.8% | -7.6% | -32.2% | -38.0% |
| 6M | +6.4% | -5.7% | +12.1% | +6.4% |
| YTD | -11.9% | -11.7% | -0.2% | -9.1% |
| 1Y | -6.2% | -27.4% | +21.2% | +6.6% |
| 3Y | +125.7% | -32.5% | +158.2% | +148.9% |
| All | +294.8% | -3.4% | +298.2% | +228.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling