+202.0%
IONQ vs IWF
+90.9%
+111.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +1.3% | +22.2% | +20.6% |
| 7D | +8.6% | -5.0% | +13.6% | +22.6% |
| 30D | -21.1% | -13.2% | -7.9% | +9.8% |
| 3M | -17.9% | -9.4% | -8.4% | +4.8% |
| 6M | -37.9% | -8.6% | -29.4% | -20.2% |
| YTD | -27.3% | -5.3% | -22.0% | -11.5% |
| 1Y | -43.2% | -5.0% | -38.2% | -30.6% |
| 3Y | +191.0% | +64.6% | +126.3% | +24.3% |
| 5Y | +69.3% | +50.8% | +18.5% | +0.7% |
| All | +202.0% | +90.9% | +111.1% | +36.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling