+265.9%
IONQ vs BG
+109.9%
+156.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.5% |
| 7D | +0.8% | +2.8% | -2.0% | +0.1% |
| 30D | -1.0% | +12.0% | -13.1% | -3.8% |
| 3M | -39.8% | -7.7% | -32.1% | -38.9% |
| 6M | +6.4% | +4.5% | +1.9% | +4.0% |
| YTD | -11.9% | +35.7% | -47.6% | -20.0% |
| 1Y | -6.2% | +50.1% | -56.2% | -18.4% |
| 3Y | +125.7% | +12.6% | +113.1% | +112.0% |
| 5Y | +296.0% | +75.4% | +220.6% | +225.5% |
| All | +265.9% | +109.9% | +156.1% | +179.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling