+240.3%
IONQ vs IJR
+67.2%
+173.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.8% | -1.2% |
| 7D | -7.0% | -2.2% | -4.8% | -3.2% |
| 30D | -18.7% | -4.6% | -14.1% | -11.1% |
| 3M | -36.6% | +0.2% | -36.9% | -36.2% |
| 6M | +7.2% | +14.7% | -7.5% | -13.8% |
| YTD | -18.1% | +18.9% | -37.0% | -37.9% |
| 1Y | -21.9% | +19.9% | -41.8% | -41.7% |
| 3Y | +86.7% | +53.0% | +33.7% | -1.1% |
| 5Y | +267.5% | +40.9% | +226.6% | +144.5% |
| All | +240.3% | +67.2% | +173.0% | +108.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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