+202.0%
IONQ vs BIIB
+1.1%
+201.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +1.8% | +21.6% | +23.0% |
| 7D | +8.6% | -2.1% | +10.7% | +9.4% |
| 30D | -21.1% | +11.8% | -32.9% | -23.3% |
| 3M | -17.9% | +20.4% | -38.3% | -21.7% |
| 6M | -37.9% | +30.2% | -68.2% | -42.7% |
| YTD | -27.3% | +41.1% | -68.4% | -35.0% |
| 1Y | -43.2% | +58.4% | -101.6% | -51.1% |
| 3Y | +191.0% | -0.1% | +191.1% | +186.1% |
| 5Y | +69.3% | -10.9% | +80.2% | +62.7% |
| All | +202.0% | +1.1% | +201.0% | +174.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling