+56.9%
IONQ vs IVV
+72.0%
-15.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.4% | +6.0% | +1.8% |
| 7D | +25.5% | +0.1% | +25.4% | +25.8% |
| 30D | -11.4% | -3.3% | -8.1% | -1.4% |
| 3M | -20.5% | -2.4% | -18.1% | -13.4% |
| 6M | -28.2% | +2.6% | -30.8% | -29.8% |
| YTD | -21.2% | +11.3% | -32.5% | -36.7% |
| 1Y | -40.4% | +13.4% | -53.8% | -54.1% |
| 3Y | +214.7% | +80.3% | +134.4% | -17.5% |
| 5Y | +56.9% | +72.7% | -15.9% | -39.3% |
| All | +56.9% | +72.0% | -15.1% | -39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling