+4.0%
IONQ vs BMNR
+234.0%
-230.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.3% | -3.5% | -5.7% |
| 7D | +1.3% | +5.0% | -3.7% | +1.2% |
| 30D | -10.3% | +33.8% | -44.1% | -10.8% |
| 3M | -32.7% | +49.4% | -82.2% | -33.2% |
| 6M | +6.3% | +17.0% | -10.6% | +6.0% |
| YTD | -15.0% | -10.8% | -4.2% | -14.9% |
| 1Y | -13.3% | -45.7% | +32.4% | -12.7% |
| All | +4.0% | +234.0% | -230.0% | -1.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling