+126.0%
IONQ vs IYR
+31.2%
+94.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +2.2% |
| 7D | +0.8% | -1.2% | +2.1% | +2.5% |
| 30D | -1.0% | -2.9% | +1.8% | +2.8% |
| 3M | -39.8% | +0.8% | -40.6% | -42.3% |
| 6M | +6.4% | +1.9% | +4.6% | +1.2% |
| YTD | -11.9% | +9.6% | -21.6% | -25.0% |
| 1Y | -6.2% | +8.1% | -14.2% | -18.9% |
| All | +126.0% | +31.2% | +94.7% | +60.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling