+294.8%
IONQ vs BN
+37.9%
+256.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.6% |
| 7D | +0.8% | -2.5% | +3.3% | +4.1% |
| 30D | -1.0% | -9.5% | +8.5% | +12.4% |
| 3M | -39.8% | -10.4% | -29.4% | -31.2% |
| 6M | +6.4% | -6.4% | +12.8% | +16.1% |
| YTD | -11.9% | -11.9% | -0.1% | +2.9% |
| 1Y | -6.2% | -8.6% | +2.5% | +4.7% |
| 3Y | +125.7% | +77.6% | +48.1% | +7.7% |
| All | +294.8% | +37.9% | +256.9% | +192.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling