+215.4%
IONQ vs BNS
+132.0%
+83.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -3.6% |
| 7D | +15.3% | -3.2% | +18.5% | +20.7% |
| 30D | -6.1% | +5.1% | -11.2% | -11.6% |
| 3M | -21.6% | +6.0% | -27.6% | -27.3% |
| 6M | -40.1% | +23.4% | -63.5% | -54.7% |
| YTD | -24.1% | +30.4% | -54.5% | -46.1% |
| 1Y | -37.4% | +44.0% | -81.4% | -60.9% |
| 3Y | +219.5% | +150.3% | +69.2% | +2.0% |
| 5Y | +76.9% | +83.0% | -6.1% | -18.1% |
| All | +215.4% | +132.0% | +83.3% | +28.9% |
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