+294.8%
IONQ vs BMY
+25.3%
+269.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.1% | +1.4% |
| 7D | +0.8% | +0.4% | +0.5% | +0.8% |
| 30D | -1.0% | +5.0% | -6.0% | -1.2% |
| 3M | -39.8% | +19.4% | -59.2% | -40.2% |
| 6M | +6.4% | +9.5% | -3.1% | +6.5% |
| YTD | -11.9% | +28.1% | -40.0% | -12.9% |
| 1Y | -6.2% | +50.0% | -56.1% | -8.6% |
| 3Y | +125.7% | +24.1% | +101.6% | +120.6% |
| All | +294.8% | +25.3% | +269.5% | +366.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling