-40.1%
IONQ vs BX
+0.9%
-41.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.2% | -2.5% |
| 7D | +15.3% | -2.8% | +18.1% | +16.7% |
| 30D | -6.1% | +7.3% | -13.4% | -8.7% |
| 3M | -21.6% | -16.3% | -5.3% | -16.4% |
| 6M | -40.1% | +2.5% | -42.6% | -39.9% |
| All | -40.1% | +0.9% | -41.1% | -39.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling