+167.4%
IONQ vs BHP
+89.6%
+77.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.3% | -5.1% | -5.5% |
| 7D | -11.5% | -0.5% | -11.0% | -10.9% |
| 30D | -8.1% | -4.5% | -3.6% | -4.9% |
| 3M | -35.8% | -6.9% | -28.9% | -32.4% |
| 6M | -47.7% | -10.6% | -37.2% | -43.3% |
| YTD | -35.6% | +37.2% | -72.8% | -46.2% |
| 1Y | -36.4% | +48.0% | -84.4% | -49.3% |
| 3Y | +150.0% | +52.6% | +97.5% | +91.2% |
| 5Y | +43.3% | +116.5% | -73.1% | -1.0% |
| All | +167.4% | +89.6% | +77.8% | +83.0% |
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