+167.4%
IONQ vs BP
+192.1%
-24.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.9% | -7.3% | -6.7% |
| 7D | -11.5% | +3.8% | -15.3% | -12.6% |
| 30D | -8.1% | -5.3% | -2.8% | -6.8% |
| 3M | -35.8% | +9.3% | -45.0% | -38.2% |
| 6M | -47.7% | +7.2% | -55.0% | -49.8% |
| YTD | -35.6% | +38.0% | -73.7% | -45.2% |
| 1Y | -36.4% | +33.2% | -69.6% | -45.1% |
| 3Y | +150.0% | +50.3% | +99.8% | +103.6% |
| 5Y | +43.3% | +114.1% | -70.8% | +3.6% |
| All | +167.4% | +192.1% | -24.7% | +91.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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