+202.0%
IONQ vs BWA
+54.2%
+147.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +2.7% | +20.7% | +21.8% |
| 7D | +8.6% | -5.5% | +14.1% | +12.8% |
| 30D | -21.1% | -21.7% | +0.6% | -8.2% |
| 3M | -17.9% | -25.6% | +7.7% | -1.5% |
| 6M | -37.9% | -17.4% | -20.5% | -28.9% |
| YTD | -27.3% | +9.2% | -36.5% | -32.0% |
| 1Y | -43.2% | +9.7% | -52.9% | -47.1% |
| 3Y | +191.0% | +54.6% | +136.4% | +110.9% |
| 5Y | +69.3% | +26.8% | +42.5% | +23.6% |
| All | +202.0% | +54.2% | +147.9% | +119.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling