+167.4%
IONQ vs BDX
+25.1%
+142.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.1% | -7.5% | -6.5% |
| 7D | -11.5% | +2.9% | -14.4% | -11.7% |
| 30D | -8.1% | +15.4% | -23.5% | -9.7% |
| 3M | -35.8% | +20.5% | -56.3% | -37.4% |
| 6M | -47.7% | +53.2% | -100.9% | -51.2% |
| YTD | -35.6% | +45.7% | -81.3% | -39.7% |
| 1Y | -36.4% | +47.3% | -83.6% | -40.6% |
| 3Y | +150.0% | +25.1% | +125.0% | +140.5% |
| 5Y | +43.3% | +27.4% | +15.9% | +37.3% |
| All | +167.4% | +25.1% | +142.3% | +152.4% |
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