+185.7%
IONQ vs BIIB
+1.9%
+183.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -1.2% | -8.2% | -9.1% |
| 7D | +16.8% | +2.7% | +14.1% | +16.1% |
| 30D | -11.1% | +9.4% | -20.6% | -13.0% |
| 3M | -31.7% | +19.9% | -51.6% | -34.8% |
| 6M | -44.8% | +25.6% | -70.4% | -48.5% |
| YTD | -31.2% | +42.3% | -73.5% | -38.6% |
| 1Y | -39.1% | +55.1% | -94.3% | -47.2% |
| 3Y | +189.5% | +11.4% | +178.1% | +175.6% |
| 5Y | +53.2% | -7.4% | +60.5% | +46.7% |
| All | +185.7% | +1.9% | +183.8% | +159.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 BIIB 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