-36.4%
IONQ vs IJR
+19.9%
-56.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | 0.0% | -6.4% | -6.4% |
| 7D | -11.5% | +2.2% | -13.6% | -15.3% |
| 30D | -8.1% | +3.8% | -11.9% | -14.9% |
| 3M | -35.8% | -5.7% | -30.1% | -25.9% |
| 6M | -47.7% | +4.6% | -52.4% | -50.9% |
| YTD | -35.6% | +18.0% | -53.6% | -49.7% |
| 1Y | -36.4% | +21.8% | -58.2% | -52.0% |
| All | -36.4% | +19.9% | -56.3% | -52.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling