+56.6%
IWM vs IONQ
+206.2%
-149.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.7% | +3.6% | +1.2% |
| 7D | -0.3% | +15.3% | -15.6% | -2.2% |
| 30D | +1.9% | -6.1% | +8.0% | +2.0% |
| 3M | -5.7% | -21.6% | +15.9% | -4.0% |
| 6M | -0.3% | -40.1% | +39.8% | +3.5% |
| YTD | +15.8% | -24.1% | +39.9% | +15.2% |
| 1Y | +17.1% | -37.4% | +54.5% | +18.2% |
| 3Y | +73.1% | +219.5% | -146.4% | +27.6% |
| 5Y | +25.9% | +76.9% | -51.1% | -13.9% |
| All | +56.6% | +206.2% | -149.5% | -1.4% |
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