+63.4%
IWM vs IONQ
+255.2%
-191.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.1% |
| 7D | +0.1% | +0.8% | -0.7% | 0.0% |
| 30D | -1.3% | -1.0% | -0.2% | -1.4% |
| 3M | +1.6% | -39.8% | +41.4% | +6.4% |
| 6M | +13.6% | +6.4% | +7.1% | +10.5% |
| YTD | +20.8% | -11.9% | +32.7% | +19.0% |
| 1Y | +26.4% | -6.2% | +32.6% | +21.7% |
| 3Y | +60.7% | +125.7% | -65.0% | +23.7% |
| 5Y | +38.2% | +296.0% | -257.8% | -12.2% |
| All | +63.4% | +255.2% | -191.9% | +1.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling