-44.7%
IONQ vs BTDR
-69.9%
+25.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.6% | +4.1% | +1.0% |
| 7D | -8.9% | -17.6% | +8.6% | -1.0% |
| 30D | -31.3% | -40.3% | +9.0% | -13.8% |
| 3M | -29.2% | -42.6% | +13.4% | -12.4% |
| 6M | -35.4% | -46.3% | +10.9% | -20.9% |
| YTD | -34.2% | -41.7% | +7.6% | -23.2% |
| 1Y | -44.7% | -69.4% | +24.7% | -14.8% |
| All | -44.7% | -69.9% | +25.2% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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