+167.4%
IONQ vs IAU
+97.2%
+70.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.1% | -6.5% | -6.5% |
| 7D | -11.5% | -4.6% | -6.9% | -8.8% |
| 30D | -8.1% | -5.4% | -2.6% | -4.9% |
| 3M | -35.8% | -10.9% | -24.9% | -31.0% |
| 6M | -47.7% | -17.4% | -30.4% | -41.4% |
| YTD | -35.6% | -10.2% | -25.4% | -29.5% |
| 1Y | -36.4% | -7.1% | -29.3% | -31.3% |
| 3Y | +150.0% | +97.7% | +52.3% | +76.8% |
| 5Y | +43.3% | +105.3% | -62.0% | -5.6% |
| All | +167.4% | +97.2% | +70.2% | +77.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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