+108.3%
IONQ vs IAG
+746.3%
-638.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +2.0% |
| 7D | +0.8% | -0.5% | +1.4% | +0.9% |
| 30D | -1.0% | +28.9% | -29.9% | -9.4% |
| 3M | -39.8% | +19.1% | -59.0% | -43.5% |
| 6M | +6.4% | -10.3% | +16.7% | +7.7% |
| YTD | -11.9% | +24.2% | -36.1% | -18.6% |
| 1Y | -6.2% | +116.5% | -122.6% | -24.8% |
| All | +108.3% | +746.3% | -638.0% | +15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling