+825.6%
IONQ vs BOXX
+19.3%
+806.3%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | 0.0% | -6.4% | -6.5% |
| 7D | -11.5% | 0.0% | -11.5% | -11.5% |
| 30D | -8.1% | +0.4% | -8.5% | -9.7% |
| 3M | -35.8% | +1.0% | -36.8% | -38.0% |
| 6M | -47.7% | +2.0% | -49.8% | -51.2% |
| YTD | -35.6% | +3.4% | -39.1% | -42.7% |
| 1Y | -36.4% | +4.1% | -40.5% | -43.7% |
| 3Y | +150.0% | +14.4% | +135.6% | +220.0% |
| All | +825.6% | +19.3% | +806.3% | +810.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling