+202.0%
IONQ vs BMY
+26.7%
+175.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -1.6% | +25.0% | +23.5% |
| 7D | +8.6% | -0.5% | +9.1% | +8.6% |
| 30D | -21.1% | +4.1% | -25.2% | -21.3% |
| 3M | -17.9% | -2.1% | -15.7% | -17.8% |
| 6M | -37.9% | +12.2% | -50.1% | -38.4% |
| YTD | -27.3% | +20.3% | -47.6% | -28.5% |
| 1Y | -43.2% | +39.2% | -82.4% | -45.1% |
| 3Y | +191.0% | +35.6% | +155.4% | +176.0% |
| 5Y | +69.3% | +28.6% | +40.7% | +75.6% |
| All | +202.0% | +26.7% | +175.3% | +196.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling