+274.7%
IONQ vs VFC
-81.8%
+356.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.9% | +4.3% | +3.2% |
| 7D | +7.1% | +0.8% | +6.3% | +6.7% |
| 30D | -8.9% | -11.9% | +3.0% | -3.9% |
| 3M | -35.6% | -20.2% | -15.4% | -30.3% |
| 6M | +13.3% | -23.0% | +36.2% | +25.1% |
| YTD | -9.8% | -26.2% | +16.4% | +1.1% |
| 1Y | -1.3% | -13.3% | +12.0% | +1.5% |
| 3Y | +109.3% | -25.5% | +134.7% | +98.6% |
| 5Y | +304.7% | -78.1% | +382.8% | +698.9% |
| All | +274.7% | -81.8% | +356.5% | +664.9% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling