+224.0%
IONQ vs BR
+39.2%
+184.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.2% |
| 7D | +16.7% | +5.0% | +11.7% | +12.1% |
| 30D | -12.3% | +16.6% | -28.9% | -22.4% |
| 3M | -17.7% | +12.0% | -29.7% | -25.7% |
| 6M | -28.9% | +30.7% | -59.7% | -45.0% |
| YTD | -22.0% | -11.9% | -10.1% | -14.7% |
| 1Y | -36.8% | -11.6% | -25.3% | -31.5% |
| 3Y | +228.2% | +15.0% | +213.2% | +166.0% |
| 5Y | +91.9% | +18.1% | +73.8% | +39.0% |
| All | +224.0% | +39.2% | +184.8% | +101.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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