+215.4%
IONQ vs BAX
-63.5%
+278.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.6% |
| 7D | +15.3% | -0.6% | +15.9% | +15.6% |
| 30D | -6.1% | +6.3% | -12.4% | -7.5% |
| 3M | -21.6% | -4.6% | -17.0% | -20.9% |
| 6M | -40.1% | +50.4% | -90.5% | -46.5% |
| YTD | -24.1% | +38.0% | -62.1% | -31.6% |
| 1Y | -37.4% | +44.6% | -82.0% | -44.7% |
| 3Y | +219.5% | -15.1% | +234.7% | +221.8% |
| 5Y | +76.9% | -63.3% | +140.2% | +108.3% |
| All | +215.4% | -63.5% | +278.9% | +264.7% |
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