+37.2%
IONQ vs IWD
+70.2%
-33.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -2.6% | -7.9% | -3.8% |
| 7D | -16.7% | -0.9% | -15.8% | -14.7% |
| 30D | -38.9% | +2.6% | -41.6% | -42.9% |
| 3M | -33.8% | +1.2% | -35.1% | -36.0% |
| 6M | -44.9% | +12.1% | -57.1% | -58.8% |
| YTD | -41.1% | +24.1% | -65.2% | -65.7% |
| 1Y | -52.3% | +28.5% | -80.8% | -74.5% |
| 3Y | +128.2% | +79.5% | +48.7% | -42.5% |
| 5Y | +37.2% | +70.3% | -33.1% | -56.6% |
| All | +37.2% | +70.2% | -33.1% | -56.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling