-13.3%
IONQ vs IOVA
+254.2%
-267.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.1% | -2.7% | -5.2% |
| 7D | +1.3% | -2.2% | +3.5% | +1.7% |
| 30D | -10.3% | +31.7% | -42.0% | -14.9% |
| 3M | -32.7% | +117.3% | -150.0% | -43.2% |
| 6M | +6.3% | +55.8% | -49.5% | -5.7% |
| YTD | -15.0% | +208.8% | -223.8% | -36.3% |
| 1Y | -13.3% | +255.7% | -269.0% | -39.8% |
| All | -13.3% | +254.2% | -267.5% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 1y: compounded portfolio wealth divided by compounded IOVA 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…
1y analysis · Full analysis span regression · 6 months rolling