+274.7%
IONQ vs IAG
+422.3%
-147.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.2% | +2.9% |
| 7D | +7.1% | +4.3% | +2.9% | +5.9% |
| 30D | -8.9% | +9.8% | -18.7% | -11.3% |
| 3M | -35.6% | +28.9% | -64.5% | -39.8% |
| 6M | +13.3% | -7.6% | +20.8% | +14.0% |
| YTD | -9.8% | +22.0% | -31.8% | -14.5% |
| 1Y | -1.3% | +99.5% | -100.8% | -15.7% |
| 3Y | +109.3% | +818.3% | -709.0% | +29.1% |
| 5Y | +304.7% | +785.9% | -481.2% | +136.4% |
| All | +274.7% | +422.3% | -147.6% | +134.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling