+214.7%
IONQ vs IR
+30.5%
+184.2%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +4.7% | +3.7% | +4.7% |
| 7D | +25.5% | +5.0% | +20.4% | +21.5% |
| 30D | -11.4% | +10.3% | -21.7% | -17.7% |
| 3M | -20.5% | -0.1% | -20.4% | -20.5% |
| 6M | -28.2% | +14.8% | -43.0% | -37.1% |
| YTD | -21.2% | +9.7% | -31.0% | -30.7% |
| 1Y | -40.4% | +12.2% | -52.6% | -48.9% |
| 3Y | +214.7% | +30.0% | +184.7% | +143.9% |
| All | +214.7% | +30.5% | +184.2% | +143.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling