+191.0%
IONQ vs BB
+132.4%
+58.5%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +4.4% | +19.0% | +20.9% |
| 7D | +8.6% | +3.8% | +4.8% | +6.8% |
| 30D | -21.1% | -0.3% | -20.8% | -20.6% |
| 3M | -17.9% | -0.5% | -17.4% | -17.8% |
| 6M | -37.9% | +45.9% | -83.9% | -52.0% |
| YTD | -27.3% | +130.6% | -157.9% | -57.2% |
| 1Y | -43.2% | +89.2% | -132.4% | -62.8% |
| 3Y | +191.0% | +137.5% | +53.5% | +47.4% |
| All | +191.0% | +132.4% | +58.5% | +47.4% |
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 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