+253.1%
IONQ vs BTG
+17.4%
+235.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.7% | -7.4% | -6.3% |
| 7D | +1.3% | +2.4% | -1.1% | +0.4% |
| 30D | -10.3% | +9.5% | -19.8% | -13.2% |
| 3M | -32.7% | +38.5% | -71.2% | -40.2% |
| 6M | +6.3% | +5.6% | +0.7% | +2.4% |
| YTD | -15.0% | +23.9% | -38.9% | -22.1% |
| 1Y | -13.3% | +32.1% | -45.4% | -23.1% |
| 3Y | +97.2% | +103.2% | -6.0% | +46.8% |
| 5Y | +278.7% | +79.7% | +199.0% | +195.2% |
| All | +253.1% | +17.4% | +235.8% | +209.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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