+191.0%
IONQ vs IAU
+103.2%
+87.7%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.8% | +24.2% | +23.9% |
| 7D | +8.6% | +4.7% | +3.8% | +4.9% |
| 30D | -21.1% | -0.9% | -20.2% | -20.6% |
| 3M | -17.9% | -4.4% | -13.5% | -15.2% |
| 6M | -37.9% | -13.5% | -24.4% | -32.1% |
| YTD | -27.3% | -5.9% | -21.4% | -21.2% |
| 1Y | -43.2% | +1.9% | -45.1% | -39.9% |
| 3Y | +191.0% | +104.1% | +86.9% | +65.0% |
| All | +191.0% | +103.2% | +87.7% | +65.0% |
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