+202.0%
IONQ vs B
+99.4%
+102.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +0.5% | +22.9% | +23.2% |
| 7D | +8.6% | +9.6% | -1.0% | +4.4% |
| 30D | -21.1% | +3.5% | -24.6% | -22.2% |
| 3M | -17.9% | -1.6% | -16.3% | -17.4% |
| 6M | -37.9% | -1.7% | -36.3% | -37.4% |
| YTD | -27.3% | -5.3% | -22.0% | -25.3% |
| 1Y | -43.2% | +27.2% | -70.4% | -46.0% |
| 3Y | +191.0% | +166.1% | +24.9% | +119.2% |
| 5Y | +69.3% | +136.5% | -67.2% | +28.3% |
| All | +202.0% | +99.4% | +102.7% | +149.6% |
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