+185.7%
IONQ vs BBY
+33.6%
+152.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -1.7% | -7.7% | -8.4% |
| 7D | +16.8% | +4.0% | +12.7% | +14.2% |
| 30D | -11.1% | +17.6% | -28.7% | -19.9% |
| 3M | -31.7% | +25.9% | -57.6% | -42.0% |
| 6M | -44.8% | +85.1% | -129.9% | -64.2% |
| YTD | -31.2% | +60.6% | -91.8% | -51.6% |
| 1Y | -39.1% | +40.2% | -79.3% | -53.1% |
| 3Y | +189.5% | +86.6% | +102.9% | +71.2% |
| 5Y | +53.2% | -3.7% | +56.8% | +13.9% |
| All | +185.7% | +33.6% | +152.2% | +104.8% |
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