+135.8%
IONQ vs IWD
+79.4%
+56.4%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -2.6% | -7.9% | -3.4% |
| 7D | -16.7% | -0.9% | -15.8% | -14.5% |
| 30D | -38.9% | +2.6% | -41.6% | -43.2% |
| 3M | -33.8% | +1.2% | -35.1% | -36.2% |
| 6M | -44.9% | +12.1% | -57.1% | -59.8% |
| YTD | -41.1% | +24.1% | -65.2% | -67.1% |
| 1Y | -52.3% | +28.5% | -80.8% | -75.8% |
| All | +135.8% | +79.4% | +56.4% | -56.4% |
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