+304.7%
IONQ vs IVZ
+63.4%
+241.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.2% | +4.6% | +4.5% |
| 7D | +7.1% | +1.1% | +6.0% | +6.0% |
| 30D | -8.9% | +3.1% | -12.0% | -11.4% |
| 3M | -35.6% | +18.2% | -53.7% | -45.3% |
| 6M | +13.3% | +38.6% | -25.4% | -16.6% |
| YTD | -9.8% | +25.9% | -35.7% | -27.8% |
| 1Y | -1.3% | +51.7% | -53.0% | -33.5% |
| 3Y | +109.3% | +138.7% | -29.4% | -11.3% |
| 5Y | +304.7% | +62.8% | +241.9% | +122.1% |
| All | +304.7% | +63.4% | +241.3% | +122.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling