+191.0%
IONQ vs IVZ
+122.1%
+68.9%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | 0.0% | +23.4% | +23.4% |
| 7D | +8.6% | -2.4% | +11.0% | +11.3% |
| 30D | -21.1% | -11.2% | -9.9% | -11.3% |
| 3M | -17.9% | -14.0% | -3.9% | -5.1% |
| 6M | -37.9% | +0.5% | -38.4% | -38.0% |
| YTD | -27.3% | +5.4% | -32.7% | -30.9% |
| 1Y | -43.2% | +19.5% | -62.7% | -52.1% |
| 3Y | +191.0% | +128.7% | +62.3% | +15.0% |
| All | +191.0% | +122.1% | +68.9% | +15.0% |
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 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