+241.1%
IONQ vs IQV
+44.2%
+196.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.1% | -3.5% | -3.5% |
| 7D | -5.6% | -5.3% | -0.3% | -2.0% |
| 30D | -15.2% | +5.5% | -20.7% | -18.7% |
| 3M | -34.9% | +41.2% | -76.2% | -52.5% |
| 6M | +4.9% | +50.5% | -45.6% | -28.4% |
| YTD | -17.9% | +14.1% | -32.0% | -30.1% |
| 1Y | -16.0% | +39.9% | -55.9% | -41.2% |
| 3Y | +90.5% | +20.5% | +70.0% | +43.4% |
| 5Y | +268.4% | -1.2% | +269.6% | +239.3% |
| All | +241.1% | +44.2% | +196.9% | +159.3% |
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