+215.4%
IONQ vs IGV
+44.7%
+170.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.9% | -4.6% | -5.8% |
| 7D | +15.3% | -1.3% | +16.6% | +18.2% |
| 30D | -6.1% | -8.1% | +2.0% | +9.2% |
| 3M | -21.6% | -1.6% | -20.0% | -20.0% |
| 6M | -40.1% | +12.7% | -52.9% | -52.7% |
| YTD | -24.1% | -3.3% | -20.8% | -22.2% |
| 1Y | -37.4% | -7.9% | -29.5% | -28.5% |
| 3Y | +219.5% | +40.3% | +179.2% | +94.4% |
| 5Y | +76.9% | +17.3% | +59.6% | +55.1% |
| All | +215.4% | +44.7% | +170.7% | +140.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IGV.
Daily Out/Under-Performance
Portfolio return minus IGV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IGV 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 IGV 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