+37.2%
IONQ vs VCIT
+3.7%
+33.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +0.2% | -10.8% | -11.2% |
| 7D | -16.7% | +0.5% | -17.1% | -17.8% |
| 30D | -38.9% | +2.1% | -41.0% | -42.7% |
| 3M | -33.8% | -1.6% | -32.2% | -30.6% |
| 6M | -44.9% | -1.6% | -43.4% | -41.7% |
| YTD | -41.1% | -1.5% | -39.6% | -37.5% |
| 1Y | -52.3% | -0.4% | -51.9% | -51.0% |
| 3Y | +128.2% | +19.6% | +108.7% | +43.4% |
| 5Y | +37.2% | +3.3% | +33.9% | +18.2% |
| All | +37.2% | +3.7% | +33.5% | +18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling