+227.2%
IONQ vs BUD
+28.1%
+199.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.3% | +7.0% | +7.9% |
| 7D | +25.5% | +1.3% | +24.1% | +24.6% |
| 30D | -11.4% | +10.0% | -21.4% | -14.8% |
| 3M | -20.5% | +1.6% | -22.0% | -21.4% |
| 6M | -28.2% | +6.5% | -34.7% | -30.9% |
| YTD | -21.2% | +34.8% | -56.1% | -31.3% |
| 1Y | -40.4% | +36.5% | -76.8% | -48.6% |
| 3Y | +214.7% | +49.0% | +165.7% | +156.4% |
| 5Y | +56.9% | +51.7% | +5.2% | +19.2% |
| All | +227.2% | +28.1% | +199.1% | +156.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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