+150.0%
IONQ vs IWF
+65.9%
+84.2%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.1% | -5.3% | -3.7% |
| 7D | -11.5% | +2.8% | -14.3% | -17.1% |
| 30D | -8.1% | -7.5% | -0.5% | +11.9% |
| 3M | -35.8% | -8.5% | -27.3% | -18.9% |
| 6M | -47.7% | -7.4% | -40.3% | -33.9% |
| YTD | -35.6% | -2.6% | -33.0% | -26.0% |
| 1Y | -36.4% | -1.8% | -34.5% | -27.4% |
| 3Y | +150.0% | +65.5% | +84.6% | +5.6% |
| All | +150.0% | +65.9% | +84.2% | +5.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling