+265.9%
IONQ vs BP
+176.8%
+89.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.1% |
| 7D | +0.8% | +3.9% | -3.1% | -0.6% |
| 30D | -1.0% | +7.6% | -8.6% | -3.8% |
| 3M | -39.8% | +0.7% | -40.5% | -40.3% |
| 6M | +6.4% | +15.5% | -9.1% | -1.8% |
| YTD | -11.9% | +30.8% | -42.8% | -23.1% |
| 1Y | -6.2% | +34.3% | -40.5% | -19.1% |
| 3Y | +125.7% | +35.1% | +90.6% | +91.7% |
| 5Y | +296.0% | +126.8% | +169.2% | +192.6% |
| All | +265.9% | +176.8% | +89.1% | +168.8% |
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