+271.0%
IONQ vs BTDR
+15.3%
+255.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -6.5% | +3.1% | -1.6% |
| 7D | -5.6% | -3.2% | -2.4% | -4.7% |
| 30D | -15.2% | +32.7% | -47.9% | -21.8% |
| 3M | -34.9% | -28.4% | -6.6% | -30.2% |
| 6M | +4.9% | +51.7% | -46.8% | -8.1% |
| YTD | -17.9% | +2.9% | -20.8% | -21.3% |
| 1Y | -16.0% | -15.5% | -0.5% | -17.5% |
| 3Y | +90.5% | 0.0% | +90.5% | +60.2% |
| 5Y | +268.4% | +16.5% | +251.9% | +225.7% |
| All | +271.0% | +15.3% | +255.7% | +228.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling