+227.2%
IONQ vs IBB
+46.0%
+181.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.8% | +5.6% | +4.0% |
| 7D | +25.5% | +2.7% | +22.7% | +21.4% |
| 30D | -11.4% | +6.3% | -17.7% | -18.5% |
| 3M | -20.5% | +11.1% | -31.5% | -32.6% |
| 6M | -28.2% | +29.2% | -57.5% | -52.7% |
| YTD | -21.2% | +30.2% | -51.5% | -48.3% |
| 1Y | -40.4% | +39.5% | -79.9% | -64.9% |
| 3Y | +214.7% | +92.3% | +122.4% | +13.2% |
| 5Y | +56.9% | +43.0% | +13.9% | -10.5% |
| All | +227.2% | +46.0% | +181.2% | +75.9% |
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