+1,580.2%
BE vs IONQ
+113.4%
+1,466.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.3% | +6.1% | +6.9% |
| 7D | +20.0% | +0.8% | +19.2% | +19.6% |
| 30D | +7.9% | -1.0% | +8.9% | +7.4% |
| 3M | -13.2% | -39.8% | +26.6% | +2.0% |
| 6M | +53.5% | +6.4% | +47.0% | +47.8% |
| YTD | +191.0% | -11.9% | +202.9% | +192.9% |
| 1Y | +360.5% | -6.2% | +366.7% | +355.4% |
| All | +1,580.2% | +113.4% | +1,466.8% | +782.9% |
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