+52.8%
IONQ vs IGV
+12.2%
+40.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.1% | +23.6% | +23.6% |
| 7D | +8.6% | -5.2% | +13.8% | +19.6% |
| 30D | -21.1% | -10.0% | -11.1% | -4.4% |
| 3M | -17.9% | -0.5% | -17.3% | -18.0% |
| 6M | -37.9% | +12.6% | -50.6% | -52.4% |
| YTD | -27.3% | -6.4% | -20.9% | -21.3% |
| 1Y | -43.2% | -9.5% | -33.7% | -33.3% |
| 3Y | +191.0% | +41.7% | +149.3% | +62.3% |
| All | +52.8% | +12.2% | +40.6% | +136.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling