-40.1%
IONQ vs BG
-18.8%
-21.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.5% | -2.4% |
| 7D | +15.3% | +3.4% | +11.9% | +16.8% |
| 30D | -6.1% | -3.8% | -2.3% | -7.8% |
| 3M | -21.6% | -9.6% | -12.0% | -24.0% |
| 6M | -40.1% | -19.5% | -20.6% | -42.0% |
| All | -40.1% | -18.8% | -21.3% | -42.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling