+240.3%
IONQ vs BNY
+348.0%
-107.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.3% |
| 7D | -7.0% | -1.3% | -5.7% | -5.8% |
| 30D | -18.7% | -0.2% | -18.5% | -18.7% |
| 3M | -36.6% | +14.9% | -51.6% | -45.6% |
| 6M | +7.2% | +40.0% | -32.8% | -24.2% |
| YTD | -18.1% | +42.0% | -60.1% | -42.6% |
| 1Y | -21.9% | +56.9% | -78.7% | -50.4% |
| 3Y | +86.7% | +289.9% | -203.1% | -41.6% |
| 5Y | +267.5% | +259.2% | +8.3% | +14.2% |
| All | +240.3% | +348.0% | -107.7% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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