+240.3%
IONQ vs IJH
+73.8%
+166.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -1.9% |
| 7D | -7.0% | -1.9% | -5.2% | -3.3% |
| 30D | -18.7% | -4.6% | -14.1% | -9.8% |
| 3M | -36.6% | -1.2% | -35.5% | -34.0% |
| 6M | +7.2% | +9.4% | -2.2% | -7.3% |
| YTD | -18.1% | +13.3% | -31.4% | -33.6% |
| 1Y | -21.9% | +13.4% | -35.3% | -36.2% |
| 3Y | +86.7% | +50.4% | +36.3% | -2.3% |
| 5Y | +267.5% | +49.0% | +218.5% | +117.8% |
| All | +240.3% | +73.8% | +166.4% | +77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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