-39.1%
IONQ vs BTSG
+110.2%
-149.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -1.6% | -7.8% | -8.8% |
| 7D | +16.8% | +8.5% | +8.3% | +13.6% |
| 30D | -11.1% | +14.0% | -25.2% | -14.7% |
| 3M | -31.7% | +19.7% | -51.4% | -35.8% |
| 6M | -44.8% | +28.7% | -73.5% | -51.6% |
| YTD | -31.2% | +90.8% | -122.0% | -52.0% |
| 1Y | -39.1% | +112.4% | -151.5% | -59.8% |
| All | -39.1% | +110.2% | -149.4% | -59.8% |
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