+265.9%
IONQ vs OVV
+399.9%
-134.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.9% |
| 7D | +0.8% | +0.3% | +0.6% | +0.6% |
| 30D | -1.0% | +11.7% | -12.8% | -5.6% |
| 3M | -39.8% | +9.8% | -49.6% | -42.5% |
| 6M | +6.4% | +26.6% | -20.1% | -5.8% |
| YTD | -11.9% | +67.0% | -78.9% | -31.0% |
| 1Y | -6.2% | +55.9% | -62.1% | -24.7% |
| 3Y | +125.7% | +45.5% | +80.2% | +80.9% |
| 5Y | +296.0% | +157.3% | +138.6% | +179.7% |
| All | +265.9% | +399.9% | -134.0% | +134.2% |
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