+586.7%
IONQ vs BAM
+84.8%
+501.8%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -0.9% | -0.9% |
| 7D | +15.3% | -2.9% | +18.2% | +19.4% |
| 30D | -6.1% | +14.7% | -20.8% | -19.0% |
| 3M | -21.6% | -4.1% | -17.5% | -19.1% |
| 6M | -40.1% | +9.6% | -49.7% | -47.1% |
| YTD | -24.1% | +3.4% | -27.5% | -28.8% |
| 1Y | -37.4% | +1.0% | -38.4% | -39.6% |
| 3Y | +219.5% | +88.2% | +131.3% | +76.9% |
| All | +586.7% | +84.8% | +501.8% | +276.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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