+185.7%
IONQ vs IVZ
+104.5%
+81.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -0.6% | -8.8% | -8.9% |
| 7D | +16.8% | +5.1% | +11.6% | +12.0% |
| 30D | -11.1% | -1.6% | -9.6% | -9.3% |
| 3M | -31.7% | -9.1% | -22.6% | -25.4% |
| 6M | -44.8% | +1.8% | -46.5% | -45.4% |
| YTD | -31.2% | +10.8% | -42.1% | -36.8% |
| 1Y | -39.1% | +19.1% | -58.3% | -47.3% |
| 3Y | +189.5% | +144.4% | +45.1% | +36.4% |
| 5Y | +53.2% | +33.6% | +19.6% | +2.3% |
| All | +185.7% | +104.5% | +81.3% | +73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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