+202.0%
IONQ vs IAG
+387.3%
-185.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +7.2% | +16.2% | +21.5% |
| 7D | +8.6% | +21.4% | -12.8% | +3.1% |
| 30D | -21.1% | +4.0% | -25.1% | -21.8% |
| 3M | -17.9% | +17.0% | -34.9% | -21.3% |
| 6M | -37.9% | +1.4% | -39.4% | -38.4% |
| YTD | -27.3% | +13.8% | -41.1% | -29.9% |
| 1Y | -43.2% | +55.8% | -99.0% | -48.6% |
| 3Y | +191.0% | +647.4% | -456.4% | +87.2% |
| 5Y | +69.3% | +519.1% | -449.9% | +1.2% |
| All | +202.0% | +387.3% | -185.2% | +91.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling