+15.0%
IWM vs IONQ
-43.1%
+58.1%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +23.4% | -22.4% | -1.7% |
| 7D | -2.0% | +8.6% | -10.6% | -3.2% |
| 30D | -1.5% | -21.1% | +19.6% | +0.7% |
| 3M | -8.0% | -17.9% | +9.9% | -6.8% |
| 6M | -4.1% | -37.9% | +33.8% | -0.7% |
| YTD | +11.9% | -27.3% | +39.2% | +11.4% |
| 1Y | +15.0% | -43.2% | +58.2% | +17.2% |
| All | +15.0% | -43.1% | +58.1% | +17.2% |
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 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