+224.0%
IONQ vs VEA
+70.9%
+153.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | +0.7% |
| 7D | +16.7% | 0.0% | +16.7% | +17.0% |
| 30D | -12.3% | -1.4% | -10.9% | -8.8% |
| 3M | -17.7% | -4.1% | -13.6% | -8.8% |
| 6M | -28.9% | -1.3% | -27.6% | -24.3% |
| YTD | -22.0% | +12.1% | -34.1% | -36.1% |
| 1Y | -36.8% | +16.1% | -52.9% | -51.9% |
| 3Y | +228.2% | +73.0% | +155.2% | +13.1% |
| 5Y | +91.9% | +55.1% | +36.8% | -16.4% |
| All | +224.0% | +70.9% | +153.1% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 VEA 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