+191.0%
IONQ vs ACWI
+70.3%
+120.7%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | 0.0% | +23.5% | +23.5% |
| 7D | +8.6% | -2.4% | +10.9% | +17.0% |
| 30D | -21.1% | -5.2% | -15.9% | -5.9% |
| 3M | -17.9% | -4.8% | -13.0% | -2.5% |
| 6M | -37.9% | -1.3% | -36.6% | -32.1% |
| YTD | -27.3% | +8.4% | -35.7% | -38.8% |
| 1Y | -43.2% | +11.0% | -54.2% | -55.3% |
| 3Y | +191.0% | +70.6% | +120.4% | -32.2% |
| All | +191.0% | +70.3% | +120.7% | -32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling