+253.1%
IONQ vs IRM
+381.1%
-127.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.7% | -5.0% | -5.2% |
| 7D | +1.3% | +3.0% | -1.7% | -1.0% |
| 30D | -10.3% | -5.2% | -5.1% | -6.2% |
| 3M | -32.7% | -8.0% | -24.7% | -28.3% |
| 6M | +6.3% | +9.2% | -2.8% | +0.1% |
| YTD | -15.0% | +41.0% | -56.0% | -35.6% |
| 1Y | -13.3% | +23.3% | -36.6% | -26.5% |
| 3Y | +97.2% | +102.8% | -5.6% | +23.5% |
| 5Y | +278.7% | +192.8% | +86.0% | +100.5% |
| All | +253.1% | +381.1% | -127.9% | +75.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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