+196.3%
IONQ vs BTSG
+459.6%
-263.3%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +2.0% | +21.5% | +22.4% |
| 7D | +8.6% | +0.4% | +8.2% | +8.9% |
| 30D | -21.1% | +5.3% | -26.3% | -23.3% |
| 3M | -17.9% | +10.8% | -28.7% | -23.2% |
| 6M | -37.9% | +27.3% | -65.3% | -48.0% |
| YTD | -27.3% | +79.3% | -106.6% | -51.6% |
| 1Y | -43.2% | +106.0% | -149.2% | -65.4% |
| All | +196.3% | +459.6% | -263.3% | -6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling