+228.2%
IONQ vs BP
+47.4%
+180.9%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +16.7% | -6.3% | +23.0% | +18.9% |
| 30D | -12.3% | -3.6% | -8.7% | -11.7% |
| 3M | -17.7% | +5.2% | -23.0% | -20.0% |
| 6M | -28.9% | +5.3% | -34.3% | -31.6% |
| YTD | -22.0% | +33.1% | -55.1% | -36.6% |
| 1Y | -36.8% | +26.3% | -63.1% | -46.8% |
| 3Y | +228.2% | +47.5% | +180.7% | +138.5% |
| All | +228.2% | +47.4% | +180.9% | +138.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling