+265.9%
IONQ vs IOVA
-81.2%
+347.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.2% | +1.0% |
| 7D | +0.8% | +9.7% | -8.9% | -1.3% |
| 30D | -1.0% | +102.5% | -103.6% | -18.2% |
| 3M | -39.8% | +100.7% | -140.5% | -50.9% |
| 6M | +6.4% | +106.3% | -99.9% | -15.2% |
| YTD | -11.9% | +222.0% | -233.9% | -38.1% |
| 1Y | -6.2% | +299.5% | -305.7% | -38.8% |
| 3Y | +125.7% | +42.9% | +82.8% | +52.5% |
| 5Y | +296.0% | -65.0% | +361.0% | +231.7% |
| All | +265.9% | -81.2% | +347.1% | +248.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling