+93.8%
IONQ vs BITO
+153.0%
-59.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.3% | -5.5% | -5.6% |
| 7D | +1.3% | +1.1% | +0.3% | +0.5% |
| 30D | -10.3% | +21.8% | -32.1% | -21.4% |
| 3M | -32.7% | +25.0% | -57.7% | -41.8% |
| 6M | +6.3% | +11.3% | -5.0% | -0.2% |
| YTD | -15.0% | -12.7% | -2.3% | -7.9% |
| 1Y | -13.3% | -32.3% | +19.0% | +8.8% |
| All | +93.8% | +153.0% | -59.2% | +62.8% |
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