+191.0%
IONQ vs BIIB
-0.5%
+191.5%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +1.8% | +21.6% | +23.1% |
| 7D | +8.6% | -2.1% | +10.7% | +9.0% |
| 30D | -21.1% | +11.8% | -32.9% | -22.2% |
| 3M | -17.9% | +20.4% | -38.3% | -19.8% |
| 6M | -37.9% | +30.2% | -68.2% | -40.6% |
| YTD | -27.3% | +41.1% | -68.4% | -32.1% |
| 1Y | -43.2% | +58.4% | -101.6% | -48.7% |
| 3Y | +191.0% | -0.1% | +191.1% | +229.7% |
| All | +191.0% | -0.5% | +191.5% | +229.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling