+265.9%
IONQ vs BBWI
-27.7%
+293.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.6% | +0.1% |
| 7D | +0.8% | +1.5% | -0.7% | +0.2% |
| 30D | -1.0% | -5.2% | +4.2% | +0.2% |
| 3M | -39.8% | +11.1% | -50.9% | -43.7% |
| 6M | +6.4% | -13.4% | +19.8% | +9.4% |
| YTD | -11.9% | +0.1% | -12.0% | -15.7% |
| 1Y | -6.2% | -36.1% | +30.0% | +7.6% |
| 3Y | +125.7% | -44.1% | +169.8% | +159.4% |
| 5Y | +296.0% | -66.2% | +362.2% | +439.5% |
| All | +265.9% | -27.7% | +293.6% | +340.7% |
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