+53.2%
IONQ vs VFC
-68.8%
+122.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -3.0% | -6.4% | -8.1% |
| 7D | +16.8% | -1.4% | +18.2% | +17.7% |
| 30D | -11.1% | +24.6% | -35.8% | -19.5% |
| 3M | -31.7% | +38.4% | -70.2% | -41.3% |
| 6M | -44.8% | +15.3% | -60.0% | -49.4% |
| YTD | -31.2% | +12.7% | -44.0% | -36.3% |
| 1Y | -39.1% | +32.7% | -71.8% | -48.1% |
| 3Y | +189.5% | +43.7% | +145.8% | +102.7% |
| 5Y | +53.2% | -69.2% | +122.3% | +294.1% |
| All | +53.2% | -68.8% | +122.0% | +294.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling