+45.7%
IONQ vs IJR
+26.5%
+19.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | 0.0% | -6.4% | -6.4% |
| 7D | -11.5% | +2.2% | -13.6% | -14.9% |
| 30D | -8.1% | +3.8% | -11.9% | -14.2% |
| 3M | -35.8% | -5.7% | -30.1% | -26.7% |
| 6M | -47.7% | +4.6% | -52.4% | -51.0% |
| YTD | -35.6% | +18.0% | -53.6% | -51.9% |
| 1Y | -36.4% | +21.8% | -58.2% | -55.4% |
| 3Y | +150.0% | +61.1% | +89.0% | +3.8% |
| All | +45.7% | +26.5% | +19.2% | +16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling