+215.4%
IONQ vs IWD
+114.1%
+101.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -3.7% |
| 7D | +15.3% | -0.6% | +15.9% | +17.3% |
| 30D | -6.1% | +3.6% | -9.7% | -13.4% |
| 3M | -21.6% | +2.7% | -24.3% | -26.4% |
| 6M | -40.1% | +13.2% | -53.3% | -55.2% |
| YTD | -24.1% | +26.8% | -50.8% | -55.6% |
| 1Y | -37.4% | +29.3% | -66.7% | -64.9% |
| 3Y | +219.5% | +85.1% | +134.4% | -11.1% |
| 5Y | +76.9% | +74.2% | +2.7% | -41.1% |
| All | +215.4% | +114.1% | +101.3% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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