+202.0%
IONQ vs IGV
+39.9%
+162.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.1% | +23.6% | +23.6% |
| 7D | +8.6% | -5.2% | +13.8% | +19.2% |
| 30D | -21.1% | -10.0% | -11.1% | -5.1% |
| 3M | -17.9% | -0.5% | -17.3% | -17.8% |
| 6M | -37.9% | +12.6% | -50.6% | -51.6% |
| YTD | -27.3% | -6.4% | -20.9% | -21.2% |
| 1Y | -43.2% | -9.5% | -33.7% | -33.5% |
| 3Y | +191.0% | +41.7% | +149.3% | +73.1% |
| 5Y | +69.3% | +12.7% | +56.6% | +59.4% |
| All | +202.0% | +39.9% | +162.1% | +143.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling