+265.9%
IONQ vs BBY
+15.4%
+250.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.2% | -1.9% | -0.7% |
| 7D | +0.8% | +9.5% | -8.7% | -5.1% |
| 30D | -1.0% | +6.8% | -7.9% | -6.1% |
| 3M | -39.8% | +28.9% | -68.7% | -49.9% |
| 6M | +6.4% | +37.8% | -31.4% | -16.0% |
| YTD | -11.9% | +38.7% | -50.7% | -31.5% |
| 1Y | -6.2% | +23.7% | -29.8% | -21.8% |
| 3Y | +125.7% | +39.1% | +86.6% | +63.7% |
| 5Y | +296.0% | -0.4% | +296.4% | +214.7% |
| All | +265.9% | +15.4% | +250.5% | +189.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling