+294.8%
IONQ vs IOVA
-64.9%
+359.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.2% | +1.0% |
| 7D | +0.8% | +9.7% | -8.9% | -1.4% |
| 30D | -1.0% | +102.5% | -103.6% | -18.9% |
| 3M | -39.8% | +100.7% | -140.5% | -51.3% |
| 6M | +6.4% | +106.3% | -99.9% | -16.1% |
| YTD | -11.9% | +222.0% | -233.9% | -39.2% |
| 1Y | -6.2% | +299.5% | -305.7% | -40.1% |
| 3Y | +125.7% | +42.9% | +82.8% | +47.4% |
| All | +294.8% | -64.9% | +359.7% | +233.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling