+224.0%
IONQ vs BHP
+93.5%
+130.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | +0.4% |
| 7D | +16.7% | +3.8% | +12.8% | +14.2% |
| 30D | -12.3% | -6.5% | -5.8% | -7.9% |
| 3M | -17.7% | -8.5% | -9.2% | -12.5% |
| 6M | -28.9% | -2.2% | -26.8% | -27.2% |
| YTD | -22.0% | +40.0% | -62.0% | -35.8% |
| 1Y | -36.8% | +51.3% | -88.1% | -50.4% |
| 3Y | +228.2% | +56.5% | +171.7% | +146.5% |
| 5Y | +91.9% | +130.2% | -38.3% | +29.7% |
| All | +224.0% | +93.5% | +130.5% | +118.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 10y: compounded portfolio wealth divided by compounded BHP 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…
10y analysis · Full analysis span regression · 6 months rolling