+202.0%
IONQ vs BAX
-64.3%
+266.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +0.5% | +22.9% | +23.3% |
| 7D | +8.6% | +12.1% | -3.5% | +5.6% |
| 30D | -21.1% | +7.6% | -28.7% | -22.5% |
| 3M | -17.9% | -4.5% | -13.4% | -17.1% |
| 6M | -37.9% | +52.0% | -90.0% | -44.9% |
| YTD | -27.3% | +35.1% | -62.4% | -34.2% |
| 1Y | -43.2% | +43.7% | -86.9% | -49.8% |
| 3Y | +191.0% | -20.9% | +211.9% | +200.0% |
| 5Y | +69.3% | -63.5% | +132.8% | +101.3% |
| All | +202.0% | -64.3% | +266.3% | +251.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling