+294.8%
IONQ vs BURL
-11.0%
+305.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | -0.2% |
| 7D | +0.8% | -2.8% | +3.6% | +2.3% |
| 30D | -1.0% | -28.2% | +27.1% | +17.7% |
| 3M | -39.8% | -17.6% | -22.2% | -34.5% |
| 6M | +6.4% | -11.8% | +18.2% | +10.3% |
| YTD | -11.9% | -8.1% | -3.8% | -11.1% |
| 1Y | -6.2% | -12.0% | +5.8% | -5.3% |
| 3Y | +125.7% | +63.3% | +62.4% | +52.0% |
| All | +294.8% | -11.0% | +305.8% | +388.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling