+16.1%
IWM vs IONQ
-40.2%
+56.3%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | +0.3% | +16.7% | -16.4% | -1.8% |
| 30D | +0.6% | -12.3% | +12.9% | +1.6% |
| 3M | -6.2% | -17.7% | +11.5% | -4.9% |
| 6M | -0.8% | -28.9% | +28.2% | +1.1% |
| YTD | +14.8% | -22.0% | +36.8% | +13.3% |
| 1Y | +16.1% | -36.8% | +53.0% | +17.0% |
| All | +16.1% | -40.2% | +56.3% | +17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling