+224.0%
IONQ vs B
+95.1%
+128.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.1% | +5.1% | +1.4% |
| 7D | +16.7% | +7.1% | +9.5% | +13.4% |
| 30D | -12.3% | -3.3% | -8.9% | -11.1% |
| 3M | -17.7% | -2.5% | -15.2% | -17.1% |
| 6M | -28.9% | -7.2% | -21.7% | -26.8% |
| YTD | -22.0% | -7.4% | -14.7% | -19.2% |
| 1Y | -36.8% | +16.4% | -53.2% | -38.4% |
| 3Y | +228.2% | +178.7% | +49.5% | +144.7% |
| 5Y | +91.9% | +121.7% | -29.8% | +45.9% |
| All | +224.0% | +95.1% | +128.9% | +170.1% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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