+215.4%
IONQ vs BN
+101.5%
+113.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -1.7% |
| 7D | +15.3% | -2.4% | +17.7% | +19.0% |
| 30D | -6.1% | +13.5% | -19.6% | -20.3% |
| 3M | -21.6% | -5.9% | -15.6% | -16.9% |
| 6M | -40.1% | -8.9% | -31.2% | -34.3% |
| YTD | -24.1% | -7.9% | -16.2% | -17.7% |
| 1Y | -37.4% | -8.3% | -29.1% | -31.6% |
| 3Y | +219.5% | +100.8% | +118.7% | +43.6% |
| 5Y | +76.9% | +38.2% | +38.7% | +20.8% |
| All | +215.4% | +101.5% | +113.9% | +104.3% |
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