+45.7%
IONQ vs IR
+46.0%
-0.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.3% | -6.1% | -6.1% |
| 7D | -11.5% | +2.5% | -14.0% | -13.3% |
| 30D | -8.1% | +9.2% | -17.2% | -15.3% |
| 3M | -35.8% | +0.9% | -36.7% | -36.5% |
| 6M | -47.7% | +19.2% | -67.0% | -57.1% |
| YTD | -35.6% | +7.5% | -43.1% | -43.7% |
| 1Y | -36.4% | +11.7% | -48.1% | -47.2% |
| 3Y | +150.0% | +23.9% | +126.1% | +80.6% |
| All | +45.7% | +46.0% | -0.3% | -11.4% |
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 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