+58.8%
IONQ vs BIYA
-99.9%
+158.6%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.4% | +7.0% | +8.3% |
| 7D | +25.5% | -7.8% | +33.2% | +25.6% |
| 30D | -11.4% | -38.5% | +27.1% | -11.0% |
| 3M | -20.5% | -59.5% | +39.1% | -19.8% |
| 6M | -28.2% | -89.2% | +61.0% | -29.1% |
| YTD | -21.2% | -97.1% | +75.9% | -19.3% |
| 1Y | -40.4% | -99.0% | +58.6% | -37.0% |
| All | +58.8% | -99.9% | +158.6% | +61.6% |
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