+294.8%
IONQ vs IWD
+73.6%
+221.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +3.0% |
| 7D | +0.8% | -0.3% | +1.1% | +1.5% |
| 30D | -1.0% | +0.6% | -1.6% | -2.6% |
| 3M | -39.8% | +7.2% | -47.0% | -49.7% |
| 6M | +6.4% | +16.2% | -9.8% | -26.4% |
| YTD | -11.9% | +23.3% | -35.3% | -47.2% |
| 1Y | -6.2% | +29.6% | -35.7% | -50.0% |
| 3Y | +125.7% | +70.5% | +55.2% | -33.2% |
| All | +294.8% | +73.6% | +221.2% | +22.1% |
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