+202.0%
IONQ vs IVV
+112.3%
+89.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +0.3% | +23.1% | +22.5% |
| 7D | +8.6% | -2.7% | +11.3% | +17.3% |
| 30D | -21.1% | -5.4% | -15.7% | -7.5% |
| 3M | -17.9% | -4.1% | -13.8% | -6.7% |
| 6M | -37.9% | +0.7% | -38.7% | -36.2% |
| YTD | -27.3% | +8.7% | -36.0% | -37.2% |
| 1Y | -43.2% | +11.0% | -54.2% | -53.0% |
| 3Y | +191.0% | +75.4% | +115.6% | -10.9% |
| 5Y | +69.3% | +68.3% | +0.9% | -34.5% |
| All | +202.0% | +112.3% | +89.7% | -14.3% |
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