+23.7%
IWM vs IONQ
+58.7%
-35.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -9.4% | +7.8% | -0.6% |
| 7D | +2.8% | +16.8% | -14.0% | +0.6% |
| 30D | +0.6% | -11.1% | +11.8% | +1.4% |
| 3M | -7.8% | -31.7% | +23.9% | -4.6% |
| 6M | -1.0% | -44.8% | +43.8% | +3.8% |
| YTD | +13.9% | -31.2% | +45.1% | +14.5% |
| 1Y | +15.4% | -39.1% | +54.6% | +17.0% |
| 3Y | +70.2% | +189.5% | -119.3% | +25.0% |
| 5Y | +23.7% | +53.2% | -29.5% | -16.8% |
| All | +23.7% | +58.7% | -35.0% | -16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling