+52.8%
IONQ vs VCIT
+3.2%
+49.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -14.2% |
| 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% | +80.5% |
| All | +52.8% | +3.2% | +49.6% | +37.0% |
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