+76.9%
IONQ vs BAH
+8.7%
+68.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.4% |
| 7D | +15.3% | -1.6% | +16.9% | +15.6% |
| 30D | -6.1% | +18.0% | -24.1% | -13.6% |
| 3M | -21.6% | +11.4% | -33.0% | -26.4% |
| 6M | -40.1% | +17.7% | -57.8% | -46.2% |
| YTD | -24.1% | +5.4% | -29.5% | -28.7% |
| 1Y | -37.4% | +2.8% | -40.2% | -40.6% |
| 3Y | +219.5% | -26.7% | +246.2% | +241.5% |
| 5Y | +76.9% | +8.1% | +68.9% | +37.0% |
| All | +76.9% | +8.7% | +68.2% | +37.0% |
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 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