+135.8%
IONQ vs OVV
+35.0%
+100.8%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -2.9% | -7.7% | -9.4% |
| 7D | -16.7% | -14.9% | -1.8% | -11.3% |
| 30D | -38.9% | -0.9% | -38.0% | -39.2% |
| 3M | -33.8% | +5.6% | -39.4% | -36.4% |
| 6M | -44.9% | -2.5% | -42.5% | -45.8% |
| YTD | -41.1% | +57.8% | -98.9% | -56.9% |
| 1Y | -52.3% | +70.1% | -122.4% | -67.0% |
| All | +135.8% | +35.0% | +100.8% | +72.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling