+274.7%
IONQ vs BIIB
-13.5%
+288.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.8% | +6.2% | +3.3% |
| 7D | +7.1% | -1.6% | +8.8% | +7.5% |
| 30D | -8.9% | +2.2% | -11.1% | -9.5% |
| 3M | -35.6% | +10.3% | -45.9% | -37.8% |
| 6M | +13.3% | +14.9% | -1.7% | +7.5% |
| YTD | -9.8% | +20.7% | -30.6% | -16.1% |
| 1Y | -1.3% | +50.3% | -51.7% | -14.7% |
| 3Y | +109.3% | -18.0% | +127.2% | +116.9% |
| 5Y | +304.7% | -33.9% | +338.6% | +308.8% |
| All | +274.7% | -13.5% | +288.2% | +254.7% |
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