+52.8%
IONQ vs BLDR
-8.6%
+61.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -4.5% | +27.9% | +25.9% |
| 7D | +8.6% | -3.7% | +12.2% | +9.3% |
| 30D | -21.1% | +16.8% | -37.9% | -29.9% |
| 3M | -17.9% | -13.7% | -4.1% | -13.6% |
| 6M | -37.9% | -21.9% | -16.1% | -32.8% |
| YTD | -27.3% | -39.2% | +11.9% | -10.4% |
| 1Y | -43.2% | -42.6% | -0.6% | -28.0% |
| 3Y | +191.0% | -50.2% | +241.2% | +260.4% |
| All | +52.8% | -8.6% | +61.4% | -10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling