-29.1%
IONQ vs VG
-44.6%
+15.4%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.9% | -5.5% | -6.3% |
| 7D | -11.5% | +14.0% | -25.4% | -12.9% |
| 30D | -8.1% | -1.0% | -7.1% | -8.2% |
| 3M | -35.8% | -2.7% | -33.1% | -35.9% |
| 6M | -47.7% | +1.5% | -49.2% | -49.1% |
| YTD | -35.6% | +93.7% | -129.3% | -49.9% |
| 1Y | -36.4% | +68.5% | -104.9% | -48.6% |
| All | -29.1% | -44.6% | +15.4% | -38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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