+52.8%
IONQ vs IOVA
-67.9%
+120.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +3.9% | +19.5% | +22.5% |
| 7D | +8.6% | -5.2% | +13.8% | +10.3% |
| 30D | -21.1% | -37.8% | +16.7% | -13.5% |
| 3M | -17.9% | +29.5% | -47.3% | -26.4% |
| 6M | -37.9% | +96.6% | -134.5% | -52.0% |
| YTD | -27.3% | +194.5% | -221.8% | -51.1% |
| 1Y | -43.2% | +248.1% | -291.3% | -63.6% |
| 3Y | +191.0% | +86.1% | +104.9% | +65.4% |
| All | +52.8% | -67.9% | +120.7% | +98.7% |
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