+202.0%
IONQ vs BBWI
-20.8%
+222.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -3.3% | +26.7% | +24.7% |
| 7D | +8.6% | -6.2% | +14.8% | +11.1% |
| 30D | -21.1% | +19.9% | -41.0% | -27.4% |
| 3M | -17.9% | +7.1% | -25.0% | -22.1% |
| 6M | -37.9% | +13.7% | -51.6% | -43.3% |
| YTD | -27.3% | +9.6% | -36.9% | -33.9% |
| 1Y | -43.2% | -1.6% | -41.6% | -46.6% |
| 3Y | +191.0% | -25.9% | +216.9% | +191.5% |
| 5Y | +69.3% | -67.8% | +137.1% | +124.7% |
| All | +202.0% | -20.8% | +222.8% | +245.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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