+194.9%
IONQ vs BN
+102.0%
+92.9%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -1.7% |
| 7D | +15.3% | -2.4% | +17.7% | +19.2% |
| 30D | -6.1% | +13.5% | -19.6% | -21.1% |
| 3M | -21.6% | -5.9% | -15.6% | -16.5% |
| 6M | -40.1% | -8.9% | -31.2% | -33.7% |
| YTD | -24.1% | -7.9% | -16.2% | -17.4% |
| 1Y | -37.4% | -8.3% | -29.1% | -31.4% |
| All | +194.9% | +102.0% | +92.9% | +3.0% |
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