+265.9%
IONQ vs VFC
-81.4%
+347.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | +0.3% |
| 7D | +0.8% | -1.6% | +2.4% | +1.5% |
| 30D | -1.0% | -11.6% | +10.6% | +4.4% |
| 3M | -39.8% | -18.1% | -21.7% | -35.6% |
| 6M | +6.4% | -27.4% | +33.8% | +20.5% |
| YTD | -11.9% | -24.8% | +12.9% | -2.1% |
| 1Y | -6.2% | -8.2% | +2.1% | -5.9% |
| 3Y | +125.7% | -29.1% | +154.8% | +121.6% |
| 5Y | +296.0% | -79.2% | +375.2% | +682.5% |
| All | +265.9% | -81.4% | +347.4% | +641.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling