+253.1%
IONQ vs BBIO
+7.0%
+246.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.8% | -7.5% | -6.2% |
| 7D | +1.3% | -0.5% | +1.9% | +1.4% |
| 30D | -10.3% | -10.1% | -0.2% | -7.9% |
| 3M | -32.7% | +12.4% | -45.1% | -35.1% |
| 6M | +6.3% | +15.9% | -9.6% | +1.1% |
| YTD | -15.0% | -0.5% | -14.5% | -15.8% |
| 1Y | -13.3% | +42.2% | -55.5% | -21.9% |
| 3Y | +97.2% | +167.8% | -70.6% | +45.4% |
| 5Y | +278.7% | +49.6% | +229.2% | +110.7% |
| All | +253.1% | +7.0% | +246.2% | +114.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 all: compounded portfolio wealth divided by compounded BBIO 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…
all analysis · Full analysis span regression · 6 months rolling