+294.8%
IONQ vs IWF
+73.7%
+221.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +0.8% | +0.5% | +0.3% | -0.4% |
| 30D | -1.0% | -0.4% | -0.6% | +0.8% |
| 3M | -39.8% | -2.6% | -37.2% | -34.0% |
| 6M | +6.4% | +9.1% | -2.7% | -7.8% |
| YTD | -11.9% | +4.5% | -16.4% | -15.4% |
| 1Y | -6.2% | +10.1% | -16.2% | -18.6% |
| 3Y | +125.7% | +77.6% | +48.1% | -25.4% |
| All | +294.8% | +73.7% | +221.1% | +94.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling