-35.2%
IONQ vs VG
-51.4%
+16.2%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -4.0% | -6.5% | -10.1% |
| 7D | -16.7% | -22.0% | +5.3% | -14.3% |
| 30D | -38.9% | -14.7% | -24.2% | -37.9% |
| 3M | -33.8% | -7.1% | -26.7% | -33.8% |
| 6M | -44.9% | -11.2% | -33.8% | -45.7% |
| YTD | -41.1% | +69.8% | -110.9% | -53.4% |
| 1Y | -52.3% | +49.9% | -102.2% | -61.2% |
| All | -35.2% | -51.4% | +16.2% | -43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling