+252.9%
IONQ vs BITO
-8.3%
+261.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.3% | -2.1% | -2.6% |
| 7D | -5.6% | -5.8% | +0.2% | -2.1% |
| 30D | -15.2% | +21.1% | -36.3% | -25.0% |
| 3M | -34.9% | +23.5% | -58.4% | -42.9% |
| 6M | +4.9% | +8.3% | -3.4% | +0.6% |
| YTD | -17.9% | -13.9% | -4.0% | -10.0% |
| 1Y | -16.0% | -34.5% | +18.5% | +8.4% |
| 3Y | +90.5% | +147.0% | -56.5% | +14.4% |
| All | +252.9% | -8.3% | +261.2% | +255.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BITO.
Daily Out/Under-Performance
Portfolio return minus BITO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BITO 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 BITO 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