+227.2%
IONQ vs BB
+37.6%
+189.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +5.5% | +2.8% | +5.9% |
| 7D | +25.5% | +15.0% | +10.5% | +18.4% |
| 30D | -11.4% | +3.5% | -14.9% | -12.3% |
| 3M | -20.5% | +2.7% | -23.1% | -21.3% |
| 6M | -28.2% | +44.7% | -73.0% | -40.3% |
| YTD | -21.2% | +143.3% | -164.5% | -48.0% |
| 1Y | -40.4% | +102.2% | -142.6% | -57.5% |
| 3Y | +214.7% | +156.1% | +58.6% | +93.7% |
| 5Y | +56.9% | -17.6% | +74.5% | +24.6% |
| All | +227.2% | +37.6% | +189.6% | +161.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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