+56.9%
IONQ vs IWD
+72.9%
-16.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.0% | +6.3% | +3.2% |
| 7D | +25.5% | +1.3% | +24.2% | +21.5% |
| 30D | -11.4% | +3.6% | -15.0% | -19.0% |
| 3M | -20.5% | +2.3% | -22.8% | -25.2% |
| 6M | -28.2% | +13.0% | -41.3% | -47.6% |
| YTD | -21.2% | +26.2% | -47.4% | -55.9% |
| 1Y | -40.4% | +30.5% | -70.8% | -69.3% |
| 3Y | +214.7% | +86.2% | +128.5% | -27.5% |
| 5Y | +56.9% | +72.9% | -16.0% | -51.7% |
| All | +56.9% | +72.9% | -16.1% | -51.7% |
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