+202.0%
IONQ vs BR
+37.4%
+164.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -1.8% | +25.2% | +24.7% |
| 7D | +8.6% | +6.5% | +2.1% | +3.0% |
| 30D | -21.1% | +18.9% | -40.0% | -31.4% |
| 3M | -17.9% | +16.3% | -34.2% | -28.2% |
| 6M | -37.9% | +26.2% | -64.1% | -50.6% |
| YTD | -27.3% | -13.1% | -14.2% | -19.8% |
| 1Y | -43.2% | -10.5% | -32.7% | -39.6% |
| 3Y | +191.0% | +13.3% | +177.6% | +138.1% |
| 5Y | +69.3% | +19.9% | +49.4% | +21.9% |
| All | +202.0% | +37.4% | +164.7% | +89.3% |
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 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