+224.0%
IONQ vs BG
+75.8%
+148.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.6% |
| 7D | +16.7% | +5.0% | +11.7% | +15.6% |
| 30D | -12.3% | -3.2% | -9.1% | -11.9% |
| 3M | -17.7% | -11.2% | -6.5% | -16.2% |
| 6M | -28.9% | -19.4% | -9.5% | -26.2% |
| YTD | -22.0% | +13.6% | -35.7% | -26.7% |
| 1Y | -36.8% | +7.3% | -44.1% | -39.8% |
| 3Y | +228.2% | +3.8% | +224.5% | +208.1% |
| 5Y | +91.9% | +23.2% | +68.7% | +66.0% |
| All | +224.0% | +75.8% | +148.2% | +156.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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