+185.7%
IONQ vs IQV
+51.9%
+133.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -1.2% | -8.1% | -8.5% |
| 7D | +16.8% | +2.4% | +14.4% | +15.4% |
| 30D | -11.1% | +4.0% | -15.1% | -13.0% |
| 3M | -31.7% | +12.2% | -43.9% | -37.0% |
| 6M | -44.8% | +54.9% | -99.6% | -62.6% |
| YTD | -31.2% | +20.3% | -51.5% | -43.3% |
| 1Y | -39.1% | +22.7% | -61.9% | -51.0% |
| 3Y | +189.5% | +38.3% | +151.2% | +91.2% |
| 5Y | +53.2% | +6.5% | +46.7% | +37.3% |
| All | +185.7% | +51.9% | +133.8% | +110.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IQV.
Daily Out/Under-Performance
Portfolio return minus IQV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IQV 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 10y: compounded portfolio wealth divided by compounded IQV 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…
10y analysis · Full analysis span regression · 6 months rolling