+144.7%
IONQ vs IVV
+111.6%
+33.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -4.4% | -6.1% | +1.2% |
| 7D | -16.7% | -4.8% | -11.9% | -4.8% |
| 30D | -38.9% | -5.9% | -33.0% | -27.4% |
| 3M | -33.8% | -4.5% | -29.3% | -23.9% |
| 6M | -44.9% | +1.8% | -46.8% | -44.9% |
| YTD | -41.1% | +8.4% | -49.5% | -48.8% |
| 1Y | -52.3% | +9.4% | -61.7% | -59.2% |
| 3Y | +128.2% | +75.3% | +53.0% | -30.0% |
| 5Y | +37.2% | +67.8% | -30.6% | -46.5% |
| All | +144.7% | +111.6% | +33.1% | -30.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling