+214.7%
IONQ vs BG
+5.5%
+209.2%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.1% | +6.2% | +8.3% |
| 7D | +25.5% | +7.4% | +18.1% | +25.4% |
| 30D | -11.4% | -1.5% | -9.9% | -11.5% |
| 3M | -20.5% | -6.1% | -14.4% | -20.6% |
| 6M | -28.2% | -18.0% | -10.2% | -27.6% |
| YTD | -21.2% | +15.6% | -36.9% | -24.1% |
| 1Y | -40.4% | +9.6% | -49.9% | -42.2% |
| 3Y | +214.7% | +6.3% | +208.4% | +215.3% |
| All | +214.7% | +5.5% | +209.2% | +215.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling