+185.7%
IONQ vs IR
+87.9%
+97.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +0.3% | -9.7% | -9.6% |
| 7D | +16.8% | +4.3% | +12.5% | +13.0% |
| 30D | -11.1% | +8.1% | -19.2% | -16.9% |
| 3M | -31.7% | +0.7% | -32.4% | -32.2% |
| 6M | -44.8% | +16.6% | -61.4% | -53.1% |
| YTD | -31.2% | +7.8% | -39.0% | -39.2% |
| 1Y | -39.1% | +9.9% | -49.1% | -47.5% |
| 3Y | +189.5% | +25.2% | +164.3% | +120.0% |
| 5Y | +53.2% | +46.8% | +6.4% | -4.1% |
| All | +185.7% | +87.9% | +97.8% | +56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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