+93.8%
IONQ vs IBKR
+287.2%
-193.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.8% | -5.0% | -5.0% |
| 7D | +1.3% | +1.3% | 0.0% | 0.0% |
| 30D | -10.3% | -0.3% | -10.0% | -10.1% |
| 3M | -32.7% | +4.7% | -37.4% | -36.1% |
| 6M | +6.3% | +34.0% | -27.7% | -18.0% |
| YTD | -15.0% | +40.8% | -55.8% | -36.5% |
| 1Y | -13.3% | +45.7% | -59.1% | -36.4% |
| All | +93.8% | +287.2% | -193.4% | -4.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling