+185.7%
IONQ vs BDX
+23.8%
+161.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +0.6% | -9.9% | -9.5% |
| 7D | +16.8% | +1.0% | +15.7% | +16.6% |
| 30D | -11.1% | +15.1% | -26.3% | -12.7% |
| 3M | -31.7% | +18.2% | -49.9% | -33.2% |
| 6M | -44.8% | +48.1% | -92.9% | -48.1% |
| YTD | -31.2% | +44.1% | -75.4% | -35.5% |
| 1Y | -39.1% | +46.4% | -85.5% | -43.2% |
| 3Y | +189.5% | +24.4% | +165.1% | +178.3% |
| 5Y | +53.2% | +26.1% | +27.1% | +46.9% |
| All | +185.7% | +23.8% | +161.9% | +170.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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