+227.2%
IONQ vs BX
+136.2%
+91.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.8% | +4.5% | +4.9% |
| 7D | +25.5% | +3.3% | +22.2% | +21.7% |
| 30D | -11.4% | +9.6% | -21.0% | -19.4% |
| 3M | -20.5% | -8.7% | -11.8% | -15.2% |
| 6M | -28.2% | +2.2% | -30.4% | -32.7% |
| YTD | -21.2% | -16.2% | -5.0% | -10.6% |
| 1Y | -40.4% | -11.5% | -28.9% | -35.7% |
| 3Y | +214.7% | +41.0% | +173.7% | +128.5% |
| 5Y | +56.9% | +1.1% | +55.8% | +42.1% |
| All | +227.2% | +136.2% | +91.1% | +138.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling