+109.3%
IONQ vs BBY
+42.7%
+66.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +3.0% |
| 7D | +7.1% | +8.1% | -1.0% | +2.3% |
| 30D | -8.9% | +8.9% | -17.9% | -14.2% |
| 3M | -35.6% | +22.0% | -57.6% | -43.9% |
| 6M | +13.3% | +37.8% | -24.6% | -9.2% |
| YTD | -9.8% | +37.3% | -47.1% | -28.2% |
| 1Y | -1.3% | +21.6% | -22.9% | -15.6% |
| 3Y | +109.3% | +41.5% | +67.8% | +47.2% |
| All | +109.3% | +42.7% | +66.6% | +47.2% |
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