+135.8%
IONQ vs IR
+25.6%
+110.1%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -2.8% | -7.8% | -8.4% |
| 7D | -16.7% | +2.3% | -19.0% | -18.0% |
| 30D | -38.9% | +3.3% | -42.3% | -40.5% |
| 3M | -33.8% | -9.0% | -24.8% | -29.2% |
| 6M | -44.9% | +8.0% | -52.9% | -49.5% |
| YTD | -41.1% | +3.4% | -44.5% | -45.9% |
| 1Y | -52.3% | +4.5% | -56.8% | -56.9% |
| All | +135.8% | +25.6% | +110.1% | +95.2% |
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