+108.3%
IONQ vs IVV
+77.8%
+30.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +2.5% |
| 7D | +0.8% | +0.1% | +0.7% | +0.5% |
| 30D | -1.0% | +0.1% | -1.1% | -0.7% |
| 3M | -39.8% | +2.0% | -41.8% | -41.8% |
| 6M | +6.4% | +13.0% | -6.6% | -21.7% |
| YTD | -11.9% | +13.6% | -25.5% | -35.7% |
| 1Y | -6.2% | +20.1% | -26.2% | -40.7% |
| All | +108.3% | +77.8% | +30.5% | -48.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling