+224.0%
IONQ vs BAX
-63.4%
+287.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +16.7% | +3.6% | +13.0% | +15.8% |
| 30D | -12.3% | +8.5% | -20.8% | -14.1% |
| 3M | -17.7% | -4.9% | -12.9% | -16.9% |
| 6M | -28.9% | +47.0% | -75.9% | -36.2% |
| YTD | -22.0% | +38.4% | -60.5% | -29.8% |
| 1Y | -36.8% | +49.1% | -85.9% | -44.7% |
| 3Y | +228.2% | -14.9% | +243.1% | +230.3% |
| 5Y | +91.9% | -63.1% | +155.1% | +125.9% |
| All | +224.0% | -63.4% | +287.4% | +274.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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