-40.1%
IONQ vs BLDR
-19.2%
-21.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.7% | -2.5% |
| 7D | +15.3% | -10.3% | +25.6% | +17.0% |
| 30D | -6.1% | +19.6% | -25.7% | -10.9% |
| 3M | -21.6% | -17.0% | -4.6% | -18.8% |
| 6M | -40.1% | -16.7% | -23.4% | -39.5% |
| All | -40.1% | -19.2% | -21.0% | -39.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling