+278.7%
IONQ vs BBY
+0.2%
+278.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.5% | -4.3% | -4.8% |
| 7D | +1.3% | +1.2% | +0.1% | +0.5% |
| 30D | -10.3% | +6.8% | -17.1% | -15.3% |
| 3M | -32.7% | +18.7% | -51.5% | -41.7% |
| 6M | +6.3% | +37.3% | -31.0% | -18.0% |
| YTD | -15.0% | +35.3% | -50.3% | -34.5% |
| 1Y | -13.3% | +20.7% | -34.0% | -27.9% |
| 3Y | +97.2% | +39.4% | +57.8% | +34.5% |
| 5Y | +278.7% | -1.5% | +280.2% | +169.1% |
| All | +278.7% | +0.2% | +278.5% | +169.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling