+167.2%
IONQ vs BBY
+88.1%
+79.1%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -1.7% | -7.7% | -8.5% |
| 7D | +16.8% | +4.0% | +12.7% | +14.5% |
| 30D | -11.1% | +17.6% | -28.7% | -18.9% |
| 3M | -31.7% | +25.9% | -57.6% | -40.8% |
| 6M | -44.8% | +85.1% | -129.9% | -62.7% |
| YTD | -31.2% | +60.6% | -91.8% | -49.8% |
| 1Y | -39.1% | +40.2% | -79.3% | -51.6% |
| All | +167.2% | +88.1% | +79.1% | +30.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling