+52.8%
IONQ vs IYR
+5.0%
+47.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.6% | +24.0% | +24.3% |
| 7D | +8.6% | +2.0% | +6.6% | +5.1% |
| 30D | -21.1% | +8.2% | -29.3% | -30.5% |
| 3M | -17.9% | -1.7% | -16.1% | -16.3% |
| 6M | -37.9% | -0.4% | -37.6% | -39.8% |
| YTD | -27.3% | +9.9% | -37.2% | -39.4% |
| 1Y | -43.2% | +10.4% | -53.6% | -53.0% |
| 3Y | +191.0% | +38.4% | +152.5% | +68.0% |
| All | +52.8% | +5.0% | +47.8% | +48.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling