+227.2%
IONQ vs BN
+105.8%
+121.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.8% | +4.5% | +3.8% |
| 7D | +25.5% | +3.6% | +21.8% | +19.7% |
| 30D | -11.4% | +15.9% | -27.3% | -26.6% |
| 3M | -20.5% | -2.3% | -18.1% | -19.4% |
| 6M | -28.2% | -8.4% | -19.8% | -21.9% |
| YTD | -21.2% | -5.9% | -15.4% | -16.7% |
| 1Y | -40.4% | -5.6% | -34.8% | -37.1% |
| 3Y | +214.7% | +104.2% | +110.5% | +38.6% |
| 5Y | +56.9% | +35.5% | +21.4% | +5.7% |
| All | +227.2% | +105.8% | +121.4% | +106.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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