+53.2%
IONQ vs IOVA
-66.8%
+120.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -5.7% | -3.7% | -8.0% |
| 7D | +16.8% | -1.4% | +18.2% | +17.5% |
| 30D | -11.1% | -47.4% | +36.2% | +1.5% |
| 3M | -31.7% | +13.2% | -44.9% | -36.7% |
| 6M | -44.8% | +114.3% | -159.1% | -58.2% |
| YTD | -31.2% | +179.5% | -210.7% | -53.1% |
| 1Y | -39.1% | +200.4% | -239.5% | -59.3% |
| 3Y | +189.5% | +92.2% | +97.3% | +62.3% |
| 5Y | +53.2% | -63.8% | +116.9% | +74.0% |
| All | +53.2% | -66.8% | +120.0% | +74.0% |
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