+64.2%
IWM vs IONQ
+176.2%
-112.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +23.4% | -22.4% | -1.4% |
| 7D | -2.0% | +8.6% | -10.6% | -3.1% |
| 30D | -1.5% | -21.1% | +19.6% | +0.4% |
| 3M | -8.0% | -17.9% | +9.9% | -7.0% |
| 6M | -4.1% | -37.9% | +33.8% | -1.2% |
| YTD | +11.9% | -27.3% | +39.2% | +11.9% |
| 1Y | +15.0% | -43.2% | +58.2% | +17.1% |
| 3Y | +64.2% | +191.0% | -126.8% | +21.4% |
| All | +64.2% | +176.2% | -112.0% | +21.4% |
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 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