+57.2%
IONQ vs BIYA
-99.9%
+157.1%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.9% | -5.9% | -1.0% |
| 7D | +16.7% | -4.1% | +20.7% | +16.7% |
| 30D | -12.3% | -35.5% | +23.2% | -11.9% |
| 3M | -17.7% | -56.3% | +38.6% | -17.1% |
| 6M | -28.9% | -88.7% | +59.7% | -29.8% |
| YTD | -22.0% | -97.0% | +74.9% | -20.1% |
| 1Y | -36.8% | -98.7% | +61.9% | -33.6% |
| All | +57.2% | -99.9% | +157.1% | +59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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