+241.1%
IONQ vs BKR
+221.5%
+19.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -6.7% | +3.3% | +0.1% |
| 7D | -5.6% | -6.7% | +1.1% | -2.2% |
| 30D | -15.2% | -8.3% | -6.8% | -11.3% |
| 3M | -34.9% | -5.4% | -29.5% | -33.2% |
| 6M | +4.9% | +0.8% | +4.1% | +3.3% |
| YTD | -17.9% | +31.8% | -49.7% | -30.7% |
| 1Y | -16.0% | +28.6% | -44.6% | -28.1% |
| 3Y | +90.5% | +71.2% | +19.3% | +41.6% |
| 5Y | +268.4% | +179.2% | +89.2% | +121.5% |
| All | +241.1% | +221.5% | +19.6% | +109.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 BKR 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