+144.7%
IONQ vs BP
+182.4%
-37.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -2.0% | -8.5% | -9.9% |
| 7D | -16.7% | -11.2% | -5.5% | -13.5% |
| 30D | -38.9% | -0.7% | -38.3% | -39.1% |
| 3M | -33.8% | +9.8% | -43.6% | -36.5% |
| 6M | -44.9% | -1.6% | -43.4% | -45.5% |
| YTD | -41.1% | +33.5% | -74.6% | -49.3% |
| 1Y | -52.3% | +31.7% | -84.0% | -58.7% |
| 3Y | +128.2% | +45.1% | +83.1% | +88.0% |
| 5Y | +37.2% | +105.9% | -68.8% | +0.4% |
| All | +144.7% | +182.4% | -37.7% | +77.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling