+240.3%
IONQ vs IBKR
+513.1%
-272.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -2.1% |
| 7D | -7.0% | -1.3% | -5.7% | -6.0% |
| 30D | -18.7% | -0.2% | -18.5% | -18.6% |
| 3M | -36.6% | +3.0% | -39.6% | -38.5% |
| 6M | +7.2% | +33.9% | -26.6% | -15.0% |
| YTD | -18.1% | +42.5% | -60.6% | -37.7% |
| 1Y | -21.9% | +44.9% | -66.8% | -40.8% |
| 3Y | +86.7% | +293.0% | -206.3% | -31.0% |
| 5Y | +267.5% | +497.7% | -230.2% | -3.4% |
| All | +240.3% | +513.1% | -272.8% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 IBKR 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