+167.2%
IONQ vs BB
+154.0%
+13.1%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -3.0% | -6.4% | -7.7% |
| 7D | +16.8% | +9.0% | +7.8% | +11.8% |
| 30D | -11.1% | +7.7% | -18.8% | -14.4% |
| 3M | -31.7% | +4.0% | -35.7% | -33.3% |
| 6M | -44.8% | +46.6% | -91.4% | -57.3% |
| YTD | -31.2% | +140.6% | -171.9% | -60.6% |
| 1Y | -39.1% | +103.1% | -142.3% | -61.8% |
| All | +167.2% | +154.0% | +13.1% | +19.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling