+191.0%
IONQ vs BUD
+49.3%
+141.6%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -1.5% | +24.9% | +23.4% |
| 7D | +8.6% | +4.5% | +4.1% | +8.2% |
| 30D | -21.1% | +12.5% | -33.6% | -22.1% |
| 3M | -17.9% | 0.0% | -17.9% | -17.8% |
| 6M | -37.9% | +3.8% | -41.7% | -38.4% |
| YTD | -27.3% | +33.1% | -60.4% | -30.8% |
| 1Y | -43.2% | +35.5% | -78.7% | -46.3% |
| 3Y | +191.0% | +49.4% | +141.6% | +127.4% |
| All | +191.0% | +49.3% | +141.6% | +127.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling