+1,803.2%
BE vs IONQ
+191.4%
+1,611.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -9.4% | +5.8% | -0.2% |
| 7D | +20.5% | +16.8% | +3.8% | +12.9% |
| 30D | -23.4% | -11.1% | -12.2% | -20.3% |
| 3M | -14.9% | -31.7% | +16.9% | -3.6% |
| 6M | -28.1% | -44.8% | +16.7% | -12.9% |
| YTD | +132.4% | -31.2% | +163.6% | +153.8% |
| 1Y | +59.4% | -39.1% | +98.5% | +82.2% |
| All | +1,803.2% | +191.4% | +1,611.8% | +857.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling