+144.7%
IONQ vs IOVA
-83.4%
+228.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -11.0% | +0.5% | -8.1% |
| 7D | -16.7% | -19.0% | +2.4% | -12.6% |
| 30D | -38.9% | -40.3% | +1.3% | -32.9% |
| 3M | -33.8% | +78.3% | -112.2% | -45.8% |
| 6M | -44.9% | +94.5% | -139.4% | -56.6% |
| YTD | -41.1% | +183.5% | -224.6% | -58.9% |
| 1Y | -52.3% | +327.6% | -379.9% | -70.2% |
| 3Y | +128.2% | +83.8% | +44.4% | +39.4% |
| 5Y | +37.2% | -69.0% | +106.2% | +14.3% |
| All | +144.7% | -83.4% | +228.2% | +131.2% |
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