-13.3%
IONQ vs BTDR
-4.6%
-8.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.7% | -3.1% | -4.6% |
| 7D | +1.3% | +14.8% | -13.5% | -4.6% |
| 30D | -10.3% | +41.8% | -52.1% | -22.9% |
| 3M | -32.7% | -29.2% | -3.5% | -25.3% |
| 6M | +6.3% | +66.2% | -59.8% | -16.6% |
| YTD | -15.0% | +10.0% | -25.0% | -22.8% |
| 1Y | -13.3% | -11.0% | -2.3% | -21.8% |
| All | -13.3% | -4.6% | -8.7% | -21.8% |
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