+0.5%
IONQ vs BMNR
+233.9%
-233.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | -5.6% | -8.5% | +2.9% | -5.4% |
| 30D | -15.2% | +33.8% | -49.0% | -15.7% |
| 3M | -34.9% | +54.7% | -89.7% | -35.5% |
| 6M | +4.9% | +16.7% | -11.8% | +4.6% |
| YTD | -17.9% | -10.9% | -7.0% | -17.8% |
| 1Y | -16.0% | -46.9% | +30.9% | -15.4% |
| All | +0.5% | +233.9% | -233.4% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BMNR.
Daily Out/Under-Performance
Portfolio return minus BMNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMNR 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 BMNR 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