+1,080.8%
IONQ vs BOXX
+18.4%
+1,062.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | -5.6% | 0.0% | -5.6% | -5.7% |
| 30D | -15.2% | +0.3% | -15.5% | -15.9% |
| 3M | -34.9% | +1.0% | -35.9% | -36.7% |
| 6M | +4.9% | +1.9% | +3.0% | -2.7% |
| YTD | -17.9% | +2.6% | -20.5% | -24.9% |
| 1Y | -16.0% | +4.0% | -20.0% | -24.1% |
| 3Y | +90.5% | +14.6% | +75.9% | +172.0% |
| All | +1,080.8% | +18.4% | +1,062.4% | +1,093.8% |
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