+241.1%
IONQ vs BDX
+1.3%
+239.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.9% | -1.5% | -3.2% |
| 7D | -5.6% | -5.4% | -0.2% | -4.9% |
| 30D | -15.2% | -2.2% | -13.0% | -15.0% |
| 3M | -34.9% | +20.1% | -55.0% | -37.0% |
| 6M | +4.9% | +9.1% | -4.2% | +3.7% |
| YTD | -17.9% | +17.9% | -35.8% | -20.9% |
| 1Y | -16.0% | +22.1% | -38.1% | -20.1% |
| 3Y | +90.5% | -10.5% | +101.0% | +97.8% |
| 5Y | +268.4% | -2.6% | +271.0% | +261.9% |
| All | +241.1% | +1.3% | +239.9% | +231.1% |
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