-36.8%
IONQ vs BG
+6.5%
-43.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -1.4% |
| 7D | +16.7% | +5.0% | +11.7% | +18.1% |
| 30D | -12.3% | -3.2% | -9.1% | -13.1% |
| 3M | -17.7% | -11.2% | -6.5% | -19.8% |
| 6M | -28.9% | -19.4% | -9.5% | -30.8% |
| YTD | -22.0% | +13.6% | -35.7% | -21.0% |
| 1Y | -36.8% | +7.3% | -44.1% | -38.3% |
| All | -36.8% | +6.5% | -43.3% | -38.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling