+150.0%
IONQ vs BITO
+54.7%
+95.4%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.6% | -2.8% | -4.0% |
| 7D | -11.5% | -9.2% | -2.2% | -5.3% |
| 30D | -8.1% | -15.9% | +7.8% | +4.0% |
| 3M | -35.8% | +7.3% | -43.1% | -39.0% |
| 6M | -47.7% | -15.2% | -32.5% | -41.6% |
| YTD | -35.6% | -23.8% | -11.9% | -23.0% |
| 1Y | -36.4% | -32.2% | -4.2% | -18.1% |
| 3Y | +150.0% | +55.1% | +95.0% | +153.3% |
| All | +150.0% | +54.7% | +95.4% | +153.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling