+202.0%
IONQ vs IBB
+42.1%
+160.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +1.7% | +21.7% | +20.7% |
| 7D | +8.6% | -1.8% | +10.4% | +12.6% |
| 30D | -21.1% | +5.1% | -26.2% | -26.2% |
| 3M | -17.9% | +10.7% | -28.6% | -30.0% |
| 6M | -37.9% | +22.9% | -60.8% | -55.7% |
| YTD | -27.3% | +26.7% | -54.0% | -50.3% |
| 1Y | -43.2% | +35.1% | -78.3% | -64.9% |
| 3Y | +191.0% | +80.2% | +110.8% | +15.8% |
| 5Y | +69.3% | +37.8% | +31.4% | +1.0% |
| All | +202.0% | +42.1% | +160.0% | +69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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