+274.7%
IONQ vs BMY
+30.6%
+244.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.2% | +5.6% | +2.6% |
| 7D | +7.1% | -3.3% | +10.5% | +7.4% |
| 30D | -8.9% | 0.0% | -8.9% | -8.9% |
| 3M | -35.6% | +17.7% | -53.3% | -36.3% |
| 6M | +13.3% | +9.6% | +3.6% | +12.7% |
| YTD | -9.8% | +24.0% | -33.8% | -11.5% |
| 1Y | -1.3% | +45.1% | -46.4% | -5.0% |
| 3Y | +109.3% | +22.5% | +86.8% | +103.6% |
| 5Y | +304.7% | +22.3% | +282.4% | +334.1% |
| All | +274.7% | +30.6% | +244.2% | +267.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BMY.
Daily Out/Under-Performance
Portfolio return minus BMY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMY 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 10y: compounded portfolio wealth divided by compounded BMY 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…
10y analysis · Full analysis span regression · 6 months rolling