+150.0%
IONQ vs BLDR
-50.7%
+200.8%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.9% | -7.3% | -6.8% |
| 7D | -11.5% | -3.0% | -8.5% | -10.2% |
| 30D | -8.1% | +20.1% | -28.2% | -17.1% |
| 3M | -35.8% | -17.5% | -18.3% | -31.6% |
| 6M | -47.7% | -16.1% | -31.6% | -46.0% |
| YTD | -35.6% | -41.0% | +5.4% | -22.4% |
| 1Y | -36.4% | -41.6% | +5.2% | -23.8% |
| 3Y | +150.0% | -50.8% | +200.9% | +194.7% |
| All | +150.0% | -50.7% | +200.8% | +194.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling