+304.7%
IONQ vs BG
+84.8%
+219.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.4% | -2.0% | +1.4% |
| 7D | +7.1% | +2.4% | +4.8% | +6.5% |
| 30D | -8.9% | +15.0% | -23.9% | -12.1% |
| 3M | -35.6% | -0.7% | -34.9% | -35.7% |
| 6M | +13.3% | +7.5% | +5.8% | +9.9% |
| YTD | -9.8% | +41.6% | -51.4% | -19.7% |
| 1Y | -1.3% | +50.7% | -52.0% | -15.0% |
| 3Y | +109.3% | +20.3% | +89.0% | +92.5% |
| 5Y | +304.7% | +85.2% | +219.5% | +168.6% |
| All | +304.7% | +84.8% | +219.9% | +168.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling