+227.2%
IONQ vs BP
+181.8%
+45.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.1% | +8.2% | +8.3% |
| 7D | +25.5% | -6.9% | +32.3% | +28.3% |
| 30D | -11.4% | -3.6% | -7.8% | -10.8% |
| 3M | -20.5% | +8.4% | -28.9% | -23.3% |
| 6M | -28.2% | +5.3% | -33.6% | -30.7% |
| YTD | -21.2% | +33.2% | -54.4% | -32.1% |
| 1Y | -40.4% | +28.2% | -68.6% | -47.8% |
| 3Y | +214.7% | +49.2% | +165.5% | +156.9% |
| 5Y | +56.9% | +102.9% | -46.0% | +15.0% |
| All | +227.2% | +181.8% | +45.5% | +137.3% |
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