+167.4%
IONQ vs BUD
+27.7%
+139.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.1% | -7.6% | -6.8% |
| 7D | -11.5% | +1.0% | -12.5% | -11.7% |
| 30D | -8.1% | +6.7% | -14.8% | -10.5% |
| 3M | -35.8% | +5.7% | -41.5% | -37.5% |
| 6M | -47.7% | +5.8% | -53.6% | -49.6% |
| YTD | -35.6% | +34.4% | -70.0% | -43.8% |
| 1Y | -36.4% | +33.3% | -69.7% | -44.5% |
| 3Y | +150.0% | +48.8% | +101.2% | +103.6% |
| 5Y | +43.3% | +52.5% | -9.2% | +8.7% |
| All | +167.4% | +27.7% | +139.7% | +110.0% |
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