+202.0%
IONQ vs BUD
+26.4%
+175.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -1.5% | +24.9% | +23.9% |
| 7D | +8.6% | +4.5% | +4.1% | +6.6% |
| 30D | -21.1% | +12.5% | -33.6% | -24.8% |
| 3M | -17.9% | 0.0% | -17.9% | -18.5% |
| 6M | -37.9% | +3.8% | -41.7% | -39.7% |
| 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% | +135.9% |
| 5Y | +69.3% | +48.0% | +21.2% | +29.7% |
| All | +202.0% | +26.4% | +175.6% | +137.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling