+221.0%
IONQ vs BTSG
+476.3%
-255.3%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.0% | +5.4% | +6.7% |
| 7D | +25.5% | +4.4% | +21.1% | +23.3% |
| 30D | -11.4% | +8.5% | -19.9% | -15.2% |
| 3M | -20.5% | +10.8% | -31.2% | -25.6% |
| 6M | -28.2% | +26.1% | -54.3% | -39.4% |
| YTD | -21.2% | +84.6% | -105.9% | -48.3% |
| 1Y | -40.4% | +108.7% | -149.0% | -63.8% |
| All | +221.0% | +476.3% | -255.3% | 0.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling