+227.2%
IONQ vs IYR
+38.9%
+188.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.5% | +6.8% | +6.3% |
| 7D | +25.5% | +2.3% | +23.2% | +21.7% |
| 30D | -11.4% | +7.4% | -18.8% | -20.0% |
| 3M | -20.5% | -0.7% | -19.7% | -20.1% |
| 6M | -28.2% | +1.6% | -29.9% | -32.0% |
| YTD | -21.2% | +11.6% | -32.8% | -34.4% |
| 1Y | -40.4% | +10.5% | -50.9% | -49.6% |
| 3Y | +214.7% | +43.4% | +171.3% | +86.5% |
| 5Y | +56.9% | +6.8% | +50.0% | +36.2% |
| All | +227.2% | +38.9% | +188.3% | +154.2% |
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 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