+16.9%
IWM vs IONQ
-39.6%
+56.5%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +8.3% | -5.1% | +2.3% |
| 7D | +1.2% | +25.5% | -24.2% | -1.7% |
| 30D | +1.3% | -11.4% | +12.7% | +2.1% |
| 3M | -6.1% | -20.5% | +14.4% | -4.4% |
| 6M | -0.1% | -28.2% | +28.1% | +1.7% |
| YTD | +15.5% | -21.2% | +36.8% | +13.9% |
| All | +16.9% | -39.6% | +56.5% | +17.7% |
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 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