-44.7%
IONQ vs IRE
-97.6%
+52.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -23.2% | +21.7% | +3.9% |
| 7D | -8.9% | -46.8% | +37.9% | +3.3% |
| 30D | -31.3% | -75.5% | +44.3% | -8.7% |
| 3M | -29.2% | -79.4% | +50.2% | -5.3% |
| 6M | -35.4% | -91.3% | +55.8% | -7.1% |
| YTD | -34.2% | -90.8% | +56.7% | -18.7% |
| 1Y | -44.7% | -97.7% | +53.1% | -13.9% |
| All | -44.7% | -97.6% | +52.9% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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