-44.7%
IONQ vs IAG
+56.5%
-101.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +10.2% | -11.7% | -6.8% |
| 7D | -8.9% | +1.1% | -10.0% | -9.9% |
| 30D | -31.3% | -5.3% | -26.0% | -29.5% |
| 3M | -29.2% | +18.0% | -47.2% | -36.7% |
| 6M | -35.4% | +7.1% | -42.5% | -38.8% |
| YTD | -34.2% | +5.9% | -40.1% | -40.5% |
| 1Y | -44.7% | +59.4% | -104.1% | -64.3% |
| All | -44.7% | +56.5% | -101.2% | -64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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