+274.7%
IONQ vs IWF
+110.0%
+164.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +3.1% |
| 7D | +7.1% | +1.5% | +5.6% | +3.6% |
| 30D | -8.9% | -1.3% | -7.6% | -5.6% |
| 3M | -35.6% | +0.1% | -35.7% | -34.2% |
| 6M | +13.3% | +10.3% | +3.0% | -3.2% |
| YTD | -9.8% | +4.2% | -14.0% | -12.4% |
| 1Y | -1.3% | +9.3% | -10.6% | -12.2% |
| 3Y | +109.3% | +79.3% | +29.9% | -26.6% |
| 5Y | +304.7% | +73.8% | +230.9% | +81.2% |
| All | +274.7% | +110.0% | +164.7% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 10y: compounded portfolio wealth divided by compounded IWF 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…
10y analysis · Full analysis span regression · 6 months rolling