+224.0%
IONQ vs BX
+133.3%
+90.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | +0.1% |
| 7D | +16.7% | +3.7% | +13.0% | +12.9% |
| 30D | -12.3% | +8.2% | -20.5% | -19.3% |
| 3M | -17.7% | -12.7% | -5.0% | -8.3% |
| 6M | -28.9% | +1.0% | -29.9% | -32.6% |
| YTD | -22.0% | -17.2% | -4.8% | -10.5% |
| 1Y | -36.8% | -11.6% | -25.2% | -31.9% |
| 3Y | +228.2% | +36.8% | +191.5% | +145.2% |
| 5Y | +91.9% | +4.8% | +87.1% | +72.5% |
| All | +224.0% | +133.3% | +90.7% | +139.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 BX 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