+38.6%
IONQ vs BIYA
-99.9%
+138.5%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -0.8% | -8.6% | -9.4% |
| 7D | +16.8% | +10.0% | +6.8% | +16.6% |
| 30D | -11.1% | -17.7% | +6.5% | -11.0% |
| 3M | -31.7% | -55.0% | +23.3% | -31.3% |
| 6M | -44.8% | -85.1% | +40.4% | -45.6% |
| YTD | -31.2% | -96.9% | +65.6% | -29.6% |
| 1Y | -39.1% | -98.5% | +59.3% | -36.3% |
| All | +38.6% | -99.9% | +138.5% | +41.0% |
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