+547.9%
IREN vs IONQ
+176.2%
+371.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | +23.4% | -3.4% | +9.6% |
| 7D | -9.6% | +8.6% | -18.2% | -12.0% |
| 30D | -44.1% | -21.1% | -23.0% | -37.4% |
| 3M | -42.9% | -17.9% | -25.1% | -37.4% |
| 6M | -64.5% | -37.9% | -26.6% | -56.6% |
| YTD | -42.7% | -27.3% | -15.4% | -35.2% |
| 1Y | -67.7% | -43.2% | -24.5% | -60.1% |
| 3Y | +547.9% | +191.0% | +356.9% | +267.7% |
| All | +547.9% | +176.2% | +371.7% | +267.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling