+227.2%
IONQ vs ACWI
+87.5%
+139.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.6% | +5.7% | +1.1% |
| 7D | +25.5% | +0.3% | +25.1% | +24.8% |
| 30D | -11.4% | -2.8% | -8.6% | -2.9% |
| 3M | -20.5% | -3.2% | -17.3% | -11.5% |
| 6M | -28.2% | +1.3% | -29.5% | -27.3% |
| YTD | -21.2% | +11.2% | -32.5% | -36.6% |
| 1Y | -40.4% | +13.8% | -54.1% | -54.6% |
| 3Y | +214.7% | +76.2% | +138.5% | -11.8% |
| 5Y | +56.9% | +59.5% | -2.6% | -37.4% |
| All | +227.2% | +87.5% | +139.7% | +7.3% |
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