+246.4%
IONQ vs BTSG
+416.6%
-170.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.9% | -4.8% | -5.3% |
| 7D | +1.3% | +2.9% | -1.6% | -0.2% |
| 30D | -10.3% | +0.9% | -11.2% | -11.4% |
| 3M | -32.7% | +1.6% | -34.3% | -35.3% |
| 6M | +6.3% | +46.8% | -40.5% | -19.0% |
| YTD | -15.0% | +65.5% | -80.5% | -40.6% |
| 1Y | -13.3% | +136.2% | -149.6% | -52.7% |
| All | +246.4% | +416.6% | -170.2% | +15.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling