+215.4%
IONQ vs BP
+186.0%
+29.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.5% | -4.2% | -3.1% |
| 7D | +15.3% | -0.8% | +16.1% | +15.6% |
| 30D | -6.1% | -3.1% | -2.9% | -5.5% |
| 3M | -21.6% | +6.2% | -27.7% | -23.8% |
| 6M | -40.1% | +4.8% | -44.9% | -42.1% |
| YTD | -24.1% | +35.2% | -59.3% | -34.9% |
| 1Y | -37.4% | +27.4% | -64.8% | -45.0% |
| 3Y | +219.5% | +49.8% | +169.8% | +160.6% |
| 5Y | +76.9% | +109.4% | -32.5% | +28.9% |
| All | +215.4% | +186.0% | +29.4% | +127.6% |
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