+265.9%
IONQ vs IJR
+70.9%
+195.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +0.6% |
| 7D | +0.8% | -0.2% | +1.0% | +1.1% |
| 30D | -1.0% | -2.4% | +1.4% | +4.1% |
| 3M | -39.8% | +3.9% | -43.7% | -43.2% |
| 6M | +6.4% | +12.4% | -6.0% | -11.5% |
| YTD | -11.9% | +21.5% | -33.4% | -35.8% |
| 1Y | -6.2% | +24.0% | -30.1% | -34.1% |
| 3Y | +125.7% | +49.7% | +76.0% | +22.8% |
| 5Y | +296.0% | +39.7% | +256.3% | +156.6% |
| All | +265.9% | +70.9% | +195.0% | +114.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling