+215.4%
IONQ vs BMY
+28.3%
+187.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.8% | -2.7% |
| 7D | +15.3% | -2.0% | +17.3% | +15.4% |
| 30D | -6.1% | +9.3% | -15.3% | -6.7% |
| 3M | -21.6% | -0.1% | -21.5% | -21.6% |
| 6M | -40.1% | +15.5% | -55.6% | -40.7% |
| YTD | -24.1% | +21.8% | -45.9% | -25.4% |
| 1Y | -37.4% | +34.9% | -72.3% | -39.3% |
| 3Y | +219.5% | +43.2% | +176.3% | +200.2% |
| 5Y | +76.9% | +30.7% | +46.2% | +83.2% |
| All | +215.4% | +28.3% | +187.1% | +209.5% |
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