-43.2%
IONQ vs IR
+5.9%
-49.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +1.4% | +22.0% | +22.9% |
| 7D | +8.6% | +3.7% | +4.9% | +7.6% |
| 30D | -21.1% | +7.4% | -28.5% | -22.7% |
| 3M | -17.9% | -5.9% | -11.9% | -16.7% |
| 6M | -37.9% | +5.6% | -43.5% | -39.6% |
| YTD | -27.3% | +4.8% | -32.1% | -27.8% |
| 1Y | -43.2% | +6.9% | -50.1% | -43.4% |
| All | -43.2% | +5.9% | -49.1% | -43.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling