+215.4%
IONQ vs BB
+40.3%
+175.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.8% | -5.5% | -3.9% |
| 7D | +15.3% | +7.3% | +8.0% | +12.3% |
| 30D | -6.1% | +11.2% | -17.3% | -10.1% |
| 3M | -21.6% | +4.7% | -26.3% | -23.2% |
| 6M | -40.1% | +51.1% | -91.3% | -51.1% |
| YTD | -24.1% | +148.0% | -172.1% | -50.3% |
| 1Y | -37.4% | +106.1% | -143.6% | -55.7% |
| 3Y | +219.5% | +158.2% | +61.3% | +95.7% |
| 5Y | +76.9% | -10.8% | +87.8% | +38.8% |
| All | +215.4% | +40.3% | +175.1% | +149.4% |
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