+150.0%
IONQ vs BMY
+44.8%
+105.2%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.8% | -8.2% | -6.4% |
| 7D | -11.5% | +2.1% | -13.5% | -11.4% |
| 30D | -8.1% | +7.0% | -15.1% | -8.1% |
| 3M | -35.8% | -0.9% | -34.9% | -35.7% |
| 6M | -47.7% | +14.9% | -62.7% | -47.5% |
| YTD | -35.6% | +22.8% | -58.5% | -35.6% |
| 1Y | -36.4% | +36.2% | -72.6% | -36.8% |
| 3Y | +150.0% | +45.7% | +104.4% | +138.0% |
| All | +150.0% | +44.8% | +105.2% | +138.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling