+52.8%
IONQ vs BUD
+48.8%
+4.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -1.5% | +24.9% | +23.8% |
| 7D | +8.6% | +4.5% | +4.1% | +6.7% |
| 30D | -21.1% | +12.5% | -33.6% | -24.7% |
| 3M | -17.9% | 0.0% | -17.9% | -18.4% |
| 6M | -37.9% | +3.8% | -41.7% | -39.6% |
| YTD | -27.3% | +33.1% | -60.4% | -36.3% |
| 1Y | -43.2% | +35.5% | -78.7% | -50.9% |
| 3Y | +191.0% | +49.4% | +141.6% | +135.6% |
| All | +52.8% | +48.8% | +4.0% | +8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling