+37.2%
IONQ vs BURL
-15.9%
+53.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -2.9% | -7.6% | -8.9% |
| 7D | -16.7% | +3.5% | -20.1% | -18.3% |
| 30D | -38.9% | -9.3% | -29.7% | -35.8% |
| 3M | -33.8% | -32.1% | -1.7% | -19.5% |
| 6M | -44.9% | -19.8% | -25.1% | -40.1% |
| YTD | -41.1% | -13.2% | -27.9% | -39.0% |
| 1Y | -52.3% | -7.8% | -44.5% | -53.5% |
| 3Y | +128.2% | +89.3% | +38.9% | +40.2% |
| 5Y | +37.2% | -15.8% | +53.0% | +74.7% |
| All | +37.2% | -15.9% | +53.0% | +74.7% |
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