+91.9%
IREN vs IONQ
+53.9%
+38.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.4% | +2.6% | +4.0% |
| 7D | +27.5% | +7.1% | +20.3% | +23.7% |
| 30D | +13.8% | -8.9% | +22.7% | +18.9% |
| 3M | -20.7% | -35.6% | +14.8% | -3.2% |
| 6M | +27.9% | +13.3% | +14.6% | +19.1% |
| YTD | +24.3% | -9.8% | +34.1% | +27.1% |
| 1Y | +79.2% | -1.3% | +80.5% | +72.8% |
| 3Y | +904.9% | +109.3% | +795.7% | +389.3% |
| All | +91.9% | +53.9% | +38.1% | -36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IONQ.
Daily Out/Under-Performance
Portfolio return minus IONQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONQ 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 10y: compounded portfolio wealth divided by compounded IONQ 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…
10y analysis · Full analysis span regression · 6 months rolling