+253.1%
IONQ vs VEA
+79.0%
+174.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.9% | -4.9% | -3.9% |
| 7D | +1.3% | +0.3% | +1.0% | +0.7% |
| 30D | -10.3% | +0.4% | -10.8% | -10.6% |
| 3M | -32.7% | +4.8% | -37.5% | -38.3% |
| 6M | +6.3% | +11.3% | -4.9% | -12.4% |
| YTD | -15.0% | +17.4% | -32.4% | -37.4% |
| 1Y | -13.3% | +26.2% | -39.5% | -45.4% |
| 3Y | +97.2% | +77.7% | +19.5% | -36.0% |
| 5Y | +278.7% | +60.9% | +217.8% | +48.5% |
| All | +253.1% | +79.0% | +174.1% | +26.9% |
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