-13.3%
IONQ vs BG
+49.9%
-63.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.3% | -5.4% | -5.9% |
| 7D | +1.3% | +0.5% | +0.8% | +1.5% |
| 30D | -10.3% | +10.3% | -20.6% | -7.2% |
| 3M | -32.7% | -1.9% | -30.8% | -31.9% |
| 6M | +6.3% | +5.2% | +1.1% | +10.1% |
| YTD | -15.0% | +41.2% | -56.2% | -1.9% |
| 1Y | -13.3% | +50.5% | -63.8% | +5.9% |
| All | -13.3% | +49.9% | -63.2% | +5.9% |
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