+191.0%
IONQ vs BN
+90.6%
+100.4%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.9% | +24.3% | +24.5% |
| 7D | +8.6% | +5.3% | +3.2% | +0.1% |
| 30D | -21.1% | +11.9% | -33.0% | -32.6% |
| 3M | -17.9% | -5.7% | -12.1% | -13.0% |
| 6M | -37.9% | -10.6% | -27.3% | -30.1% |
| YTD | -27.3% | -9.4% | -17.9% | -19.5% |
| 1Y | -43.2% | -8.8% | -34.4% | -37.5% |
| 3Y | +191.0% | +95.6% | +95.4% | +5.5% |
| All | +191.0% | +90.6% | +100.4% | +5.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling