+915.8%
BE vs IONQ
+263.8%
+652.1%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.4% | +7.2% | +8.8% |
| 7D | +29.8% | +7.1% | +22.6% | +27.0% |
| 30D | +26.4% | -8.9% | +35.3% | +30.1% |
| 3M | +9.3% | -35.6% | +44.9% | +26.4% |
| 6M | +105.1% | +13.3% | +91.8% | +93.6% |
| YTD | +219.0% | -9.8% | +228.9% | +219.1% |
| 1Y | +418.8% | -1.3% | +420.1% | +401.7% |
| 3Y | +1,784.6% | +109.3% | +1,675.3% | +981.1% |
| 5Y | +1,251.0% | +304.7% | +946.3% | +330.4% |
| All | +915.8% | +263.8% | +652.1% | +213.7% |
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