+274.7%
IONQ vs BB
+17.5%
+257.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.2% | +0.2% | +1.4% |
| 7D | +7.1% | +0.5% | +6.6% | +6.9% |
| 30D | -8.9% | -12.4% | +3.4% | -3.4% |
| 3M | -35.6% | -15.3% | -20.3% | -31.8% |
| 6M | +13.3% | +128.8% | -115.5% | -23.4% |
| YTD | -9.8% | +107.7% | -117.5% | -36.1% |
| 1Y | -1.3% | +103.9% | -105.2% | -30.3% |
| 3Y | +109.3% | +72.6% | +36.7% | +48.5% |
| 5Y | +304.7% | -24.3% | +329.0% | +243.0% |
| All | +274.7% | +17.5% | +257.3% | +220.6% |
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