+202.0%
IONQ vs VCIT
+2.3%
+199.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.1% | +23.5% | +23.8% |
| 7D | +8.6% | +0.1% | +8.5% | +8.1% |
| 30D | -21.1% | +1.9% | -23.0% | -25.6% |
| 3M | -17.9% | -1.4% | -16.4% | -14.3% |
| 6M | -37.9% | -2.1% | -35.8% | -33.3% |
| YTD | -27.3% | -1.6% | -25.7% | -22.7% |
| 1Y | -43.2% | -0.9% | -42.3% | -40.8% |
| 3Y | +191.0% | +20.0% | +171.0% | +80.8% |
| 5Y | +69.3% | +3.1% | +66.1% | +59.2% |
| All | +202.0% | +2.3% | +199.7% | +175.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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