+294.8%
IONQ vs BB
-30.6%
+325.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +0.8% | -5.6% | +6.5% | +4.8% |
| 30D | -1.0% | -11.8% | +10.8% | +7.7% |
| 3M | -39.8% | -25.5% | -14.3% | -29.1% |
| 6M | +6.4% | +121.3% | -114.8% | -43.7% |
| YTD | -11.9% | +103.2% | -115.1% | -50.2% |
| 1Y | -6.2% | +102.6% | -108.8% | -48.2% |
| 3Y | +125.7% | +37.5% | +88.2% | +46.4% |
| All | +294.8% | -30.6% | +325.4% | +359.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling