+224.0%
IONQ vs BWA
+59.3%
+164.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | +0.2% |
| 7D | +16.7% | -2.4% | +19.1% | +19.0% |
| 30D | -12.3% | -17.7% | +5.4% | -0.9% |
| 3M | -17.7% | -27.0% | +9.3% | -0.4% |
| 6M | -28.9% | -17.3% | -11.6% | -18.8% |
| YTD | -22.0% | +12.9% | -34.9% | -28.4% |
| 1Y | -36.8% | +12.9% | -49.7% | -42.0% |
| 3Y | +228.2% | +62.1% | +166.1% | +131.6% |
| 5Y | +91.9% | +30.7% | +61.2% | +37.6% |
| All | +224.0% | +59.3% | +164.6% | +131.1% |
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