-44.7%
IONQ vs BTSG
+111.7%
-156.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -8.9% | +17.4% | -26.3% | -13.6% |
| 30D | -31.3% | +12.6% | -43.8% | -33.8% |
| 3M | -29.2% | +11.2% | -40.4% | -31.7% |
| 6M | -35.4% | +30.4% | -65.8% | -44.2% |
| YTD | -34.2% | +86.4% | -120.5% | -54.1% |
| 1Y | -44.7% | +117.9% | -162.6% | -65.5% |
| All | -44.7% | +111.7% | -156.4% | -65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 1y: compounded portfolio wealth divided by compounded BTSG 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…
1y analysis · Full analysis span regression · 6 months rolling