+191.0%
IONQ vs IWD
+78.7%
+112.3%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.4% | +23.8% | +24.4% |
| 7D | +8.6% | -0.5% | +9.1% | +9.7% |
| 30D | -21.1% | +2.7% | -23.8% | -26.8% |
| 3M | -17.9% | +0.9% | -18.8% | -20.2% |
| 6M | -37.9% | +10.5% | -48.5% | -53.0% |
| YTD | -27.3% | +23.7% | -51.0% | -59.1% |
| 1Y | -43.2% | +28.7% | -71.9% | -71.3% |
| 3Y | +191.0% | +79.7% | +111.3% | -45.8% |
| All | +191.0% | +78.7% | +112.3% | -45.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling