+202.0%
IONQ vs BURL
-5.9%
+207.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -1.6% | +25.0% | +24.2% |
| 7D | +8.6% | +4.1% | +4.5% | +6.1% |
| 30D | -21.1% | -9.5% | -11.6% | -17.3% |
| 3M | -17.9% | -33.5% | +15.6% | -0.4% |
| 6M | -37.9% | -22.1% | -15.9% | -31.9% |
| YTD | -27.3% | -14.6% | -12.7% | -24.3% |
| 1Y | -43.2% | -8.4% | -34.8% | -44.3% |
| 3Y | +191.0% | +86.6% | +104.4% | +89.6% |
| 5Y | +69.3% | -17.2% | +86.4% | +60.0% |
| All | +202.0% | -5.9% | +207.9% | +184.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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