+135.8%
IONQ vs BAM
+84.2%
+51.6%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -3.0% | -7.5% | -7.3% |
| 7D | -16.7% | +7.9% | -24.6% | -24.2% |
| 30D | -38.9% | +16.0% | -55.0% | -48.8% |
| 3M | -33.8% | +0.6% | -34.5% | -35.7% |
| 6M | -44.9% | +10.5% | -55.4% | -52.7% |
| YTD | -41.1% | +3.2% | -44.3% | -45.2% |
| 1Y | -52.3% | +1.0% | -53.3% | -54.4% |
| All | +135.8% | +84.2% | +51.6% | -4.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling