+167.4%
IONQ vs BWA
+60.7%
+106.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.2% | -6.2% | -6.3% |
| 7D | -11.5% | +4.3% | -15.7% | -13.6% |
| 30D | -8.1% | -13.0% | +4.9% | +0.3% |
| 3M | -35.8% | -24.8% | -11.0% | -23.6% |
| 6M | -47.7% | -23.5% | -24.2% | -37.8% |
| YTD | -35.6% | +13.8% | -49.5% | -41.2% |
| 1Y | -36.4% | +13.4% | -49.8% | -41.8% |
| 3Y | +150.0% | +62.8% | +87.3% | +76.0% |
| 5Y | +43.3% | +28.5% | +14.9% | +2.5% |
| All | +167.4% | +60.7% | +106.7% | +89.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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