+224.0%
IONQ vs IQV
+54.2%
+169.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | 0.0% |
| 7D | +16.7% | +4.8% | +11.9% | +13.2% |
| 30D | -12.3% | +5.9% | -18.2% | -15.3% |
| 3M | -17.7% | +13.7% | -31.4% | -25.0% |
| 6M | -28.9% | +54.0% | -82.9% | -51.7% |
| YTD | -22.0% | +22.1% | -44.1% | -36.5% |
| 1Y | -36.8% | +29.1% | -66.0% | -51.4% |
| 3Y | +228.2% | +40.4% | +187.8% | +114.3% |
| 5Y | +91.9% | +9.1% | +82.8% | +69.6% |
| All | +224.0% | +54.2% | +169.8% | +135.6% |
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