+144.7%
IONQ vs IBB
+39.7%
+105.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -5.0% | -5.5% | -2.8% |
| 7D | -16.7% | -3.6% | -13.1% | -11.5% |
| 30D | -38.9% | +3.4% | -42.3% | -41.7% |
| 3M | -33.8% | +9.5% | -43.3% | -42.9% |
| 6M | -44.9% | +23.3% | -68.2% | -61.0% |
| YTD | -41.1% | +24.5% | -65.6% | -58.8% |
| 1Y | -52.3% | +32.9% | -85.2% | -69.9% |
| 3Y | +128.2% | +76.6% | +51.7% | -6.6% |
| 5Y | +37.2% | +35.5% | +1.7% | -16.3% |
| All | +144.7% | +39.7% | +105.1% | +40.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling