+294.8%
IONQ vs BWA
+91.4%
+203.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.5% | -0.5% |
| 7D | +0.8% | +5.7% | -4.8% | -2.8% |
| 30D | -1.0% | +1.4% | -2.4% | -1.4% |
| 3M | -39.8% | -12.1% | -27.7% | -34.1% |
| 6M | +6.4% | +28.6% | -22.1% | -7.1% |
| YTD | -11.9% | +51.1% | -63.0% | -34.7% |
| 1Y | -6.2% | +55.9% | -62.0% | -33.0% |
| 3Y | +125.7% | +70.1% | +55.6% | +44.6% |
| All | +294.8% | +91.4% | +203.5% | +112.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling