+167.2%
IONQ vs BLK
+96.8%
+70.4%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -0.8% | -8.6% | -8.5% |
| 7D | +16.8% | +3.9% | +12.8% | +12.0% |
| 30D | -11.1% | +14.1% | -25.3% | -24.0% |
| 3M | -31.7% | +5.3% | -37.1% | -36.0% |
| 6M | -44.8% | +12.6% | -57.3% | -52.7% |
| YTD | -31.2% | +15.5% | -46.8% | -44.0% |
| 1Y | -39.1% | +13.6% | -52.7% | -49.1% |
| All | +167.2% | +96.8% | +70.4% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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