+1,166.7%
IONQ vs BOXX
+18.4%
+1,148.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.2% | +1.2% |
| 7D | +0.8% | +0.1% | +0.8% | +0.7% |
| 30D | -1.0% | +0.4% | -1.4% | -2.0% |
| 3M | -39.8% | +1.0% | -40.8% | -41.6% |
| 6M | +6.4% | +2.0% | +4.5% | -1.4% |
| YTD | -11.9% | +2.6% | -14.6% | -19.4% |
| 1Y | -6.2% | +4.1% | -10.2% | -15.3% |
| 3Y | +125.7% | +14.7% | +111.0% | +225.7% |
| All | +1,166.7% | +18.4% | +1,148.3% | +1,180.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling