+144.7%
IONQ vs OVV
+372.3%
-227.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -2.9% | -7.7% | -9.5% |
| 7D | -16.7% | -14.9% | -1.8% | -11.6% |
| 30D | -38.9% | -0.9% | -38.0% | -39.1% |
| 3M | -33.8% | +5.6% | -39.4% | -36.0% |
| 6M | -44.9% | -2.5% | -42.5% | -45.7% |
| YTD | -41.1% | +57.8% | -98.9% | -53.3% |
| 1Y | -52.3% | +70.1% | -122.4% | -63.5% |
| 3Y | +128.2% | +35.1% | +93.1% | +86.8% |
| 5Y | +37.2% | +86.1% | -48.9% | +0.6% |
| All | +144.7% | +372.3% | -227.6% | +58.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling