-42.8%
IONQ vs IRE
-97.5%
+54.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +12.1% | -14.8% | -5.5% |
| 7D | +15.3% | -15.1% | +30.4% | +17.2% |
| 30D | -6.1% | -71.4% | +65.3% | +17.7% |
| 3M | -21.6% | -81.2% | +59.6% | +4.4% |
| 6M | -40.1% | -93.7% | +53.6% | -7.7% |
| YTD | -24.1% | -92.2% | +68.1% | -4.0% |
| 1Y | -37.4% | -97.3% | +59.8% | -9.9% |
| All | -42.8% | -97.5% | +54.7% | -19.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling