+265.9%
IONQ vs IYR
+36.5%
+229.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +2.3% |
| 7D | +0.8% | -1.2% | +2.1% | +2.6% |
| 30D | -1.0% | -2.9% | +1.8% | +3.0% |
| 3M | -39.8% | +0.8% | -40.6% | -42.1% |
| 6M | +6.4% | +1.9% | +4.6% | +1.5% |
| YTD | -11.9% | +9.6% | -21.6% | -24.5% |
| 1Y | -6.2% | +8.1% | -14.2% | -18.4% |
| 3Y | +125.7% | +29.2% | +96.5% | +55.4% |
| 5Y | +296.0% | +4.3% | +291.7% | +257.8% |
| All | +265.9% | +36.5% | +229.4% | +192.6% |
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