+167.2%
IONQ vs IAU
+98.8%
+68.4%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -2.8% | -6.6% | -7.6% |
| 7D | +16.8% | -5.5% | +22.2% | +21.2% |
| 30D | -11.1% | -7.0% | -4.2% | -6.7% |
| 3M | -31.7% | -12.3% | -19.4% | -25.6% |
| 6M | -44.8% | -17.9% | -26.8% | -37.5% |
| YTD | -31.2% | -10.3% | -20.9% | -22.9% |
| 1Y | -39.1% | -7.9% | -31.2% | -32.4% |
| All | +167.2% | +98.8% | +68.4% | +61.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling