+191.0%
IONQ vs BTDR
+47.8%
+143.2%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +13.3% | +10.1% | +18.5% |
| 7D | +8.6% | -10.4% | +18.9% | +13.2% |
| 30D | -21.1% | -42.2% | +21.1% | -3.8% |
| 3M | -17.9% | -42.8% | +24.9% | -1.7% |
| 6M | -37.9% | -60.2% | +22.2% | -17.5% |
| YTD | -27.3% | -46.3% | +19.0% | -14.8% |
| 1Y | -43.2% | -71.7% | +28.5% | -18.9% |
| 3Y | +191.0% | +54.6% | +136.4% | +140.6% |
| All | +191.0% | +47.8% | +143.2% | +140.6% |
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