+265.9%
IONQ vs BR
+24.7%
+241.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.4% | +4.7% | +3.8% |
| 7D | +0.8% | -5.3% | +6.1% | +4.9% |
| 30D | -1.0% | +6.4% | -7.5% | -6.3% |
| 3M | -39.8% | +13.6% | -53.5% | -46.9% |
| 6M | +6.4% | -6.7% | +13.1% | +10.6% |
| YTD | -11.9% | -21.1% | +9.2% | +5.8% |
| 1Y | -6.2% | -29.6% | +23.4% | +25.0% |
| 3Y | +125.7% | -2.4% | +128.1% | +113.1% |
| 5Y | +296.0% | +11.2% | +284.7% | +201.0% |
| All | +265.9% | +24.7% | +241.2% | +149.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling