+241.1%
IONQ vs BBY
+12.6%
+228.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.1% | -3.5% | -3.5% |
| 7D | -5.6% | +0.7% | -6.3% | -6.0% |
| 30D | -15.2% | +5.8% | -21.0% | -19.0% |
| 3M | -34.9% | +18.0% | -53.0% | -42.7% |
| 6M | +4.9% | +39.8% | -35.0% | -18.1% |
| YTD | -17.9% | +35.4% | -53.3% | -35.1% |
| 1Y | -16.0% | +21.4% | -37.4% | -29.1% |
| 3Y | +90.5% | +39.5% | +51.0% | +37.7% |
| 5Y | +268.4% | -0.5% | +268.9% | +197.0% |
| All | +241.1% | +12.6% | +228.5% | +174.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 10y: compounded portfolio wealth divided by compounded BBY 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…
10y analysis · Full analysis span regression · 6 months rolling