+150.0%
IONQ vs IVZ
+152.3%
-2.3%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.4% | -8.8% | -8.6% |
| 7D | -11.5% | +7.6% | -19.1% | -17.4% |
| 30D | -8.1% | +4.3% | -12.4% | -11.5% |
| 3M | -35.8% | -9.3% | -26.4% | -29.3% |
| 6M | -47.7% | +5.2% | -53.0% | -50.2% |
| YTD | -35.6% | +13.4% | -49.1% | -43.1% |
| 1Y | -36.4% | +25.4% | -61.8% | -48.9% |
| 3Y | +150.0% | +152.5% | -2.5% | -27.2% |
| All | +150.0% | +152.3% | -2.3% | -27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling