+274.7%
IONQ vs IYR
+36.4%
+238.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.5% |
| 7D | +7.1% | -0.4% | +7.5% | +7.7% |
| 30D | -8.9% | -2.5% | -6.4% | -5.7% |
| 3M | -35.6% | +1.5% | -37.0% | -38.4% |
| 6M | +13.3% | +3.9% | +9.4% | +5.0% |
| YTD | -9.8% | +9.5% | -19.3% | -22.6% |
| 1Y | -1.3% | +7.5% | -8.8% | -13.4% |
| 3Y | +109.3% | +30.8% | +78.5% | +42.1% |
| 5Y | +304.7% | +4.8% | +299.9% | +265.5% |
| All | +274.7% | +36.4% | +238.3% | +200.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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