+150.0%
IONQ vs IYR
+41.7%
+108.4%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.1% | -6.5% | -6.5% |
| 7D | -11.5% | +0.6% | -12.1% | -12.0% |
| 30D | -8.1% | +6.6% | -14.6% | -15.9% |
| 3M | -35.8% | -1.8% | -34.0% | -34.3% |
| 6M | -47.7% | +1.4% | -49.2% | -50.5% |
| YTD | -35.6% | +10.5% | -46.2% | -46.3% |
| 1Y | -36.4% | +10.6% | -47.0% | -47.1% |
| 3Y | +150.0% | +41.8% | +108.2% | +22.1% |
| All | +150.0% | +41.7% | +108.4% | +22.1% |
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