+202.0%
IONQ vs OVV
+369.3%
-167.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.6% | +24.1% | +23.7% |
| 7D | +8.6% | -16.7% | +25.3% | +16.1% |
| 30D | -21.1% | -1.5% | -19.6% | -21.2% |
| 3M | -17.9% | +1.6% | -19.4% | -19.5% |
| 6M | -37.9% | +2.0% | -40.0% | -39.8% |
| YTD | -27.3% | +56.8% | -84.1% | -42.3% |
| 1Y | -43.2% | +64.8% | -108.0% | -56.0% |
| 3Y | +191.0% | +38.3% | +152.7% | +136.0% |
| 5Y | +69.3% | +84.9% | -15.6% | +24.4% |
| All | +202.0% | +369.3% | -167.3% | +96.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 OVV 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