+294.8%
IONQ vs IAG
+764.1%
-469.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +1.9% |
| 7D | +0.8% | -0.5% | +1.4% | +0.9% |
| 30D | -1.0% | +28.9% | -29.9% | -7.8% |
| 3M | -39.8% | +19.1% | -59.0% | -42.7% |
| 6M | +6.4% | -10.3% | +16.7% | +7.9% |
| YTD | -11.9% | +24.2% | -36.1% | -17.3% |
| 1Y | -6.2% | +116.5% | -122.6% | -22.2% |
| 3Y | +125.7% | +742.8% | -617.1% | +35.4% |
| All | +294.8% | +764.1% | -469.3% | +131.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling