-44.7%
IONQ vs VFC
+52.5%
-97.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.4% | -5.9% | -2.9% |
| 7D | -8.9% | +21.5% | -30.4% | -14.7% |
| 30D | -31.3% | +46.7% | -77.9% | -40.0% |
| 3M | -29.2% | +38.4% | -67.6% | -37.0% |
| 6M | -35.4% | +15.2% | -50.7% | -39.4% |
| YTD | -34.2% | +17.8% | -52.0% | -36.8% |
| 1Y | -44.7% | +55.6% | -100.2% | -49.6% |
| All | -44.7% | +52.5% | -97.1% | -49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling