+185.7%
IONQ vs BNS
+130.4%
+55.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -0.7% | -8.7% | -8.5% |
| 7D | +16.8% | +1.0% | +15.8% | +15.5% |
| 30D | -11.1% | +2.7% | -13.9% | -13.7% |
| 3M | -31.7% | +3.5% | -35.2% | -34.8% |
| 6M | -44.8% | +22.1% | -66.8% | -57.6% |
| YTD | -31.2% | +29.5% | -60.7% | -50.7% |
| 1Y | -39.1% | +40.7% | -79.8% | -60.7% |
| 3Y | +189.5% | +148.6% | +40.9% | -6.7% |
| 5Y | +53.2% | +79.6% | -26.5% | -28.1% |
| All | +185.7% | +130.4% | +55.4% | +17.9% |
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