+46.5%
IONQ vs BIYA
-99.9%
+146.4%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +0.9% | +22.5% | +23.4% |
| 7D | +8.6% | -10.5% | +19.1% | +8.7% |
| 30D | -21.1% | -51.7% | +30.6% | -20.6% |
| 3M | -17.9% | -60.8% | +42.9% | -17.2% |
| 6M | -37.9% | -90.6% | +52.6% | -38.6% |
| YTD | -27.3% | -97.1% | +69.8% | -25.5% |
| 1Y | -43.2% | -99.1% | +55.9% | -39.9% |
| All | +46.5% | -99.9% | +146.4% | +49.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling