+215.4%
IONQ vs BLDR
+51.1%
+164.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.7% | -2.2% |
| 7D | +15.3% | -10.3% | +25.6% | +21.9% |
| 30D | -6.1% | +19.6% | -25.7% | -17.1% |
| 3M | -21.6% | -17.0% | -4.6% | -16.0% |
| 6M | -40.1% | -16.7% | -23.4% | -37.5% |
| YTD | -24.1% | -39.4% | +15.3% | -7.2% |
| 1Y | -37.4% | -41.7% | +4.3% | -22.5% |
| 3Y | +219.5% | -49.9% | +269.4% | +299.8% |
| 5Y | +76.9% | -7.6% | +84.5% | +45.5% |
| All | +215.4% | +51.1% | +164.2% | +116.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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