+215.4%
IONQ vs BX
+132.3%
+83.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.2% | -2.3% |
| 7D | +15.3% | -2.8% | +18.1% | +18.8% |
| 30D | -6.1% | +7.3% | -13.4% | -12.9% |
| 3M | -21.6% | -16.3% | -5.3% | -9.0% |
| 6M | -40.1% | +2.5% | -42.6% | -43.9% |
| YTD | -24.1% | -17.6% | -6.5% | -12.5% |
| 1Y | -37.4% | -12.4% | -25.0% | -31.9% |
| 3Y | +219.5% | +36.2% | +183.3% | +139.7% |
| 5Y | +76.9% | +3.0% | +73.9% | +60.4% |
| All | +215.4% | +132.3% | +83.1% | +133.6% |
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