-36.2%
IONQ vs IWF
-3.4%
-32.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.9% | +5.4% | +0.3% |
| 7D | +25.5% | -1.0% | +26.5% | +29.3% |
| 30D | -11.4% | -10.1% | -1.3% | +20.6% |
| 3M | -20.5% | -7.6% | -12.8% | +0.8% |
| 6M | -28.2% | -6.7% | -21.5% | -8.5% |
| YTD | -21.2% | -2.5% | -18.7% | -8.9% |
| All | -36.2% | -3.4% | -32.8% | -19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling