+227.2%
IONQ vs VFC
-71.0%
+298.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.6% | +5.7% | +7.2% |
| 7D | +25.5% | +7.7% | +17.8% | +21.8% |
| 30D | -11.4% | +39.2% | -50.6% | -23.6% |
| 3M | -20.5% | +40.3% | -60.7% | -31.8% |
| 6M | -28.2% | +11.4% | -39.6% | -33.4% |
| YTD | -21.2% | +17.5% | -38.8% | -28.3% |
| 1Y | -40.4% | +45.9% | -86.2% | -51.1% |
| 3Y | +214.7% | +47.3% | +167.4% | +123.2% |
| 5Y | +56.9% | -67.2% | +124.1% | +154.1% |
| All | +227.2% | -71.0% | +298.2% | +442.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling