+557.7%
IONQ vs BAM
+86.2%
+471.4%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +0.9% | +22.5% | +22.5% |
| 7D | +8.6% | +9.7% | -1.1% | -2.1% |
| 30D | -21.1% | +19.0% | -40.1% | -34.6% |
| 3M | -17.9% | +0.6% | -18.4% | -19.8% |
| 6M | -37.9% | +11.1% | -49.0% | -46.2% |
| YTD | -27.3% | +4.2% | -31.5% | -32.4% |
| 1Y | -43.2% | +3.3% | -46.5% | -46.6% |
| 3Y | +191.0% | +88.8% | +102.2% | +60.1% |
| All | +557.7% | +86.2% | +471.4% | +257.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling