+304.7%
IONQ vs BTG
+72.2%
+232.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.9% | +5.3% | +3.4% |
| 7D | +7.1% | +4.8% | +2.3% | +5.2% |
| 30D | -8.9% | +8.3% | -17.3% | -11.6% |
| 3M | -35.6% | +32.3% | -67.9% | -42.2% |
| 6M | +13.3% | +3.0% | +10.3% | +9.9% |
| YTD | -9.8% | +21.9% | -31.7% | -17.4% |
| 1Y | -1.3% | +28.2% | -29.5% | -12.5% |
| 3Y | +109.3% | +99.9% | +9.4% | +51.7% |
| 5Y | +304.7% | +73.6% | +231.1% | +210.6% |
| All | +304.7% | +72.2% | +232.5% | +210.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling