+150.0%
IONQ vs BAX
-18.0%
+168.0%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.3% | -6.7% | -6.5% |
| 7D | -11.5% | +0.1% | -11.5% | -11.4% |
| 30D | -8.1% | +4.1% | -12.2% | -8.6% |
| 3M | -35.8% | -4.5% | -31.2% | -35.3% |
| 6M | -47.7% | +49.2% | -97.0% | -51.5% |
| YTD | -35.6% | +35.2% | -70.9% | -39.8% |
| 1Y | -36.4% | +38.3% | -74.7% | -41.0% |
| 3Y | +150.0% | -19.0% | +169.1% | +107.0% |
| All | +150.0% | -18.0% | +168.0% | +107.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling