+274.7%
IONQ vs IGV
+45.3%
+229.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.2% | +5.4% |
| 7D | +7.1% | -3.3% | +10.4% | +12.7% |
| 30D | -8.9% | 0.0% | -8.9% | -10.5% |
| 3M | -35.6% | +7.3% | -42.9% | -43.8% |
| 6M | +13.3% | +16.7% | -3.5% | -17.2% |
| YTD | -9.8% | -2.8% | -7.0% | -8.8% |
| 1Y | -1.3% | -6.7% | +5.4% | +9.7% |
| 3Y | +109.3% | +41.1% | +68.1% | +25.8% |
| 5Y | +304.7% | +22.0% | +282.7% | +242.8% |
| All | +274.7% | +45.3% | +229.5% | +181.9% |
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