-21.9%
IONQ vs BOXX
+4.0%
-25.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.5% |
| 7D | -7.0% | +0.1% | -7.1% | -7.3% |
| 30D | -18.7% | +0.3% | -19.0% | -20.1% |
| 3M | -36.6% | +1.0% | -37.7% | -40.7% |
| 6M | +7.2% | +1.9% | +5.3% | -19.0% |
| YTD | -18.1% | +2.7% | -20.8% | -41.0% |
| 1Y | -21.9% | +4.0% | -25.9% | -53.9% |
| All | -21.9% | +4.0% | -25.9% | -53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 1y: compounded portfolio wealth divided by compounded BOXX 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…
1y analysis · Full analysis span regression · 6 months rolling