-12.4%
IREN vs IONQ
+34.4%
-46.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +8.3% | -9.4% | -4.9% |
| 7D | -2.8% | +25.5% | -28.2% | -11.7% |
| 30D | -39.2% | -11.4% | -27.8% | -35.2% |
| 3M | -48.1% | -20.5% | -27.6% | -42.1% |
| 6M | -65.0% | -28.2% | -36.8% | -59.6% |
| YTD | -43.3% | -21.2% | -22.1% | -38.1% |
| 1Y | -65.7% | -40.4% | -25.3% | -57.9% |
| 3Y | +620.9% | +214.7% | +406.2% | +191.5% |
| All | -12.4% | +34.4% | -46.8% | -69.3% |
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