+214.7%
IONQ vs BNS
+150.6%
+64.1%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.8% | +6.5% | +5.8% |
| 7D | +25.5% | -0.8% | +26.2% | +27.2% |
| 30D | -11.4% | +5.5% | -16.9% | -17.6% |
| 3M | -20.5% | +6.0% | -26.5% | -26.9% |
| 6M | -28.2% | +22.6% | -50.8% | -47.5% |
| YTD | -21.2% | +30.5% | -51.7% | -47.0% |
| 1Y | -40.4% | +44.1% | -84.5% | -65.5% |
| 3Y | +214.7% | +150.8% | +63.9% | -18.9% |
| All | +214.7% | +150.6% | +64.1% | -18.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling