+304.7%
IONQ vs BR
+9.8%
+294.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.5% | +4.9% | +4.3% |
| 7D | +7.1% | -5.9% | +13.1% | +12.1% |
| 30D | -8.9% | +1.9% | -10.8% | -11.1% |
| 3M | -35.6% | +14.7% | -50.2% | -44.2% |
| 6M | +13.3% | -12.8% | +26.0% | +25.6% |
| YTD | -9.8% | -23.0% | +13.2% | +11.7% |
| 1Y | -1.3% | -31.7% | +30.4% | +37.2% |
| 3Y | +109.3% | -4.8% | +114.0% | +98.7% |
| 5Y | +304.7% | +7.8% | +296.9% | +173.9% |
| All | +304.7% | +9.8% | +294.9% | +173.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling