+214.7%
IONQ vs IBB
+86.3%
+128.4%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.8% | +5.6% | +4.3% |
| 7D | +25.5% | +2.7% | +22.7% | +21.7% |
| 30D | -11.4% | +6.3% | -17.7% | -17.9% |
| 3M | -20.5% | +11.1% | -31.5% | -31.6% |
| 6M | -28.2% | +29.2% | -57.5% | -51.3% |
| YTD | -21.2% | +30.2% | -51.5% | -46.7% |
| 1Y | -40.4% | +39.5% | -79.9% | -63.6% |
| 3Y | +214.7% | +92.3% | +122.4% | +2.8% |
| All | +214.7% | +86.3% | +128.4% | +2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling