+224.0%
IONQ vs IVV
+116.6%
+107.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | 0.0% |
| 7D | +16.7% | -0.6% | +17.3% | +19.1% |
| 30D | -12.3% | -3.7% | -8.6% | -1.8% |
| 3M | -17.7% | -2.7% | -15.0% | -9.8% |
| 6M | -28.9% | +2.2% | -31.2% | -29.7% |
| YTD | -22.0% | +10.9% | -32.9% | -35.9% |
| 1Y | -36.8% | +11.3% | -48.1% | -48.0% |
| 3Y | +228.2% | +76.9% | +151.4% | -1.5% |
| 5Y | +91.9% | +73.5% | +18.5% | -30.5% |
| All | +224.0% | +116.6% | +107.4% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IVV.
Daily Out/Under-Performance
Portfolio return minus IVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVV 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 IVV 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