+294.8%
IONQ vs IR
+45.6%
+249.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +0.1% |
| 7D | +0.8% | -2.8% | +3.6% | +3.5% |
| 30D | -1.0% | -15.1% | +14.1% | +14.9% |
| 3M | -39.8% | +6.1% | -45.9% | -45.0% |
| 6M | +6.4% | -16.8% | +23.2% | +21.9% |
| YTD | -11.9% | -3.5% | -8.4% | -14.8% |
| 1Y | -6.2% | -3.5% | -2.7% | -10.9% |
| 3Y | +125.7% | +9.5% | +116.2% | +83.8% |
| All | +294.8% | +45.6% | +249.2% | +148.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling