-33.8%
IONQ vs IOVA
+73.9%
-107.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -11.0% | +0.5% | -9.4% |
| 7D | -16.7% | -19.0% | +2.4% | -15.1% |
| 30D | -38.9% | -40.3% | +1.3% | -36.6% |
| 3M | -33.8% | +78.3% | -112.2% | -31.6% |
| All | -33.8% | +73.9% | -107.7% | -31.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling