+163.5%
IONQ vs BURL
+95.5%
+68.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +7.7% | -9.2% | -4.9% |
| 7D | -8.9% | +10.4% | -19.3% | -13.1% |
| 30D | -31.3% | -4.9% | -26.3% | -29.8% |
| 3M | -29.2% | -29.8% | +0.6% | -17.8% |
| 6M | -35.4% | -16.5% | -19.0% | -32.2% |
| YTD | -34.2% | -10.5% | -23.6% | -33.4% |
| 1Y | -44.7% | -5.3% | -39.3% | -46.9% |
| All | +163.5% | +95.5% | +68.0% | +111.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling