+294.8%
IONQ vs IBB
+22.5%
+272.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +2.8% |
| 7D | +0.8% | +1.4% | -0.6% | -1.7% |
| 30D | -1.0% | +10.5% | -11.5% | -17.1% |
| 3M | -39.8% | +23.6% | -63.4% | -59.0% |
| 6M | +6.4% | +22.6% | -16.2% | -25.9% |
| YTD | -11.9% | +25.7% | -37.6% | -41.5% |
| 1Y | -6.2% | +51.4% | -57.5% | -55.5% |
| 3Y | +125.7% | +64.4% | +61.3% | -4.7% |
| All | +294.8% | +22.5% | +272.3% | +176.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling