+228.2%
IONQ vs BTG
+93.0%
+135.2%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.5% | +5.5% | +1.3% |
| 7D | +16.7% | +13.0% | +3.7% | +11.7% |
| 30D | -12.3% | +1.1% | -13.4% | -12.8% |
| 3M | -17.7% | +5.3% | -23.0% | -19.6% |
| 6M | -28.9% | +1.1% | -30.0% | -30.2% |
| YTD | -22.0% | +19.2% | -41.2% | -27.6% |
| 1Y | -36.8% | +31.5% | -68.3% | -42.7% |
| 3Y | +228.2% | +94.3% | +133.9% | +164.9% |
| All | +228.2% | +93.0% | +135.2% | +164.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling