+265.9%
IONQ vs INVH
+13.8%
+252.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | +0.8% | -2.9% | +3.7% | +2.7% |
| 30D | -1.0% | -6.9% | +5.9% | +3.4% |
| 3M | -39.8% | -2.7% | -37.1% | -39.9% |
| 6M | +6.4% | +8.2% | -1.8% | -1.7% |
| YTD | -11.9% | +4.5% | -16.4% | -16.8% |
| 1Y | -6.2% | -2.3% | -3.8% | -7.9% |
| 3Y | +125.7% | -7.3% | +133.0% | +125.1% |
| 5Y | +296.0% | -20.5% | +316.5% | +330.3% |
| All | +265.9% | +13.8% | +252.1% | +279.9% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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