+109.3%
IONQ vs BTDR
+8.5%
+100.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.3% | +0.1% | +1.6% |
| 7D | +7.1% | +22.4% | -15.3% | -0.1% |
| 30D | -8.9% | +16.5% | -25.4% | -14.3% |
| 3M | -35.6% | -31.5% | -4.1% | -29.1% |
| 6M | +13.3% | +74.0% | -60.8% | -8.1% |
| YTD | -9.8% | +13.0% | -22.8% | -17.4% |
| 1Y | -1.3% | -0.2% | -1.1% | -9.5% |
| 3Y | +109.3% | +9.9% | +99.4% | +48.7% |
| All | +109.3% | +8.5% | +100.8% | +48.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling