+298.0%
IONQ vs BTDR
+23.8%
+274.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.9% | -2.7% | +0.2% |
| 7D | +0.8% | +20.0% | -19.1% | -4.4% |
| 30D | -1.0% | +11.9% | -13.0% | -4.9% |
| 3M | -39.8% | -36.9% | -2.9% | -33.0% |
| 6M | +6.4% | +56.5% | -50.1% | -7.7% |
| YTD | -11.9% | +10.4% | -22.4% | -17.2% |
| 1Y | -6.2% | +3.1% | -9.2% | -12.4% |
| 3Y | +125.7% | -2.6% | +128.3% | +86.8% |
| 5Y | +296.0% | +25.2% | +270.8% | +243.0% |
| All | +298.0% | +23.8% | +274.2% | +244.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling