+53.2%
IONQ vs BAX
-64.3%
+117.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -2.3% | -7.1% | -8.7% |
| 7D | +16.8% | +0.4% | +16.4% | +16.8% |
| 30D | -11.1% | +3.4% | -14.6% | -11.9% |
| 3M | -31.7% | -4.5% | -27.3% | -31.0% |
| 6M | -44.8% | +44.0% | -88.8% | -50.6% |
| YTD | -31.2% | +34.9% | -66.1% | -38.3% |
| 1Y | -39.1% | +37.9% | -77.1% | -46.1% |
| 3Y | +189.5% | -17.1% | +206.6% | +192.4% |
| 5Y | +53.2% | -64.3% | +117.4% | +114.3% |
| All | +53.2% | -64.3% | +117.5% | +114.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling