+534.8%
BE vs IONQ
+193.2%
+341.6%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +23.4% | -20.0% | -4.7% |
| 7D | -14.7% | +8.6% | -23.3% | -17.4% |
| 30D | -40.5% | -21.1% | -19.4% | -35.7% |
| 3M | -24.3% | -17.9% | -6.5% | -20.1% |
| 6M | -39.3% | -37.9% | -1.4% | -29.4% |
| YTD | +99.4% | -27.3% | +126.7% | +113.4% |
| 1Y | +26.6% | -43.2% | +69.8% | +47.3% |
| 3Y | +1,616.9% | +191.0% | +1,426.0% | +793.3% |
| 5Y | +441.4% | +69.3% | +372.1% | +149.7% |
| All | +534.8% | +193.2% | +341.6% | +109.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling