+507.7%
IREN vs IONQ
+172.7%
+335.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -6.4% | -0.3% | -3.9% |
| 7D | -16.0% | -11.5% | -4.6% | -11.6% |
| 30D | -40.5% | -8.1% | -32.5% | -37.7% |
| 3M | -59.4% | -35.8% | -23.6% | -50.7% |
| 6M | -67.1% | -47.7% | -19.3% | -56.3% |
| YTD | -51.9% | -35.6% | -16.3% | -42.7% |
| 1Y | -62.7% | -36.4% | -26.3% | -55.2% |
| 3Y | +507.7% | +150.0% | +357.6% | +262.2% |
| All | +507.7% | +172.7% | +335.0% | +262.2% |
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