+185.7%
IONQ vs ITOT
+106.0%
+79.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -0.5% | -8.9% | -8.1% |
| 7D | +16.8% | +3.3% | +13.5% | +7.4% |
| 30D | -11.1% | -2.5% | -8.7% | -3.7% |
| 3M | -31.7% | -2.3% | -29.4% | -25.8% |
| 6M | -44.8% | +3.0% | -47.8% | -46.4% |
| YTD | -31.2% | +11.9% | -43.1% | -44.7% |
| 1Y | -39.1% | +12.0% | -51.2% | -50.5% |
| 3Y | +189.5% | +77.8% | +111.7% | -14.4% |
| 5Y | +53.2% | +65.0% | -11.9% | -38.1% |
| All | +185.7% | +106.0% | +79.7% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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