+202.0%
IONQ vs IYR
+36.8%
+165.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.6% | +24.0% | +24.2% |
| 7D | +8.6% | +2.0% | +6.6% | +5.4% |
| 30D | -21.1% | +8.2% | -29.3% | -29.7% |
| 3M | -17.9% | -1.7% | -16.1% | -16.4% |
| 6M | -37.9% | -0.4% | -37.6% | -39.6% |
| YTD | -27.3% | +9.9% | -37.2% | -38.3% |
| 1Y | -43.2% | +10.4% | -53.6% | -52.1% |
| 3Y | +191.0% | +38.4% | +152.5% | +80.7% |
| 5Y | +69.3% | +5.2% | +64.1% | +49.8% |
| All | +202.0% | +36.8% | +165.2% | +139.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling