+667.6%
BE vs IONQ
+206.2%
+461.4%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | -2.7% | +15.6% | +13.9% |
| 7D | +4.5% | +15.3% | -10.8% | -0.9% |
| 30D | -20.1% | -6.1% | -14.0% | -18.7% |
| 3M | -0.8% | -21.6% | +20.8% | +6.9% |
| 6M | -26.2% | -40.1% | +13.9% | -13.2% |
| YTD | +141.1% | -24.1% | +165.2% | +154.4% |
| 1Y | +64.8% | -37.4% | +102.3% | +86.3% |
| 3Y | +1,887.4% | +219.5% | +1,667.9% | +903.4% |
| 5Y | +518.1% | +76.9% | +441.2% | +184.5% |
| All | +667.6% | +206.2% | +461.4% | +150.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IONQ.
Daily Out/Under-Performance
Portfolio return minus IONQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONQ 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 IONQ 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