+202.0%
IONQ vs ACWI
+82.8%
+119.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | 0.0% | +23.5% | +23.5% |
| 7D | +8.6% | -2.4% | +10.9% | +16.2% |
| 30D | -21.1% | -5.2% | -15.9% | -7.6% |
| 3M | -17.9% | -4.8% | -13.0% | -4.1% |
| 6M | -37.9% | -1.3% | -36.6% | -32.4% |
| YTD | -27.3% | +8.4% | -35.7% | -37.3% |
| 1Y | -43.2% | +11.0% | -54.2% | -53.8% |
| 3Y | +191.0% | +70.6% | +120.4% | -11.1% |
| 5Y | +69.3% | +55.3% | +14.0% | -27.5% |
| All | +202.0% | +82.8% | +119.3% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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