+253.1%
IONQ vs BNS
+127.0%
+126.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.8% | -5.0% | -4.8% |
| 7D | +1.3% | -1.3% | +2.6% | +3.0% |
| 30D | -10.3% | +4.0% | -14.3% | -15.0% |
| 3M | -32.7% | +13.8% | -46.5% | -43.6% |
| 6M | +6.3% | +32.7% | -26.3% | -26.2% |
| YTD | -15.0% | +27.6% | -42.6% | -38.0% |
| 1Y | -13.3% | +47.4% | -60.7% | -47.6% |
| 3Y | +97.2% | +129.0% | -31.8% | -29.8% |
| 5Y | +278.7% | +92.7% | +186.0% | +74.7% |
| All | +253.1% | +127.0% | +126.2% | +48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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