+228.2%
IONQ vs VGT
+105.6%
+122.6%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | +1.5% |
| 7D | +16.7% | -4.1% | +20.8% | +27.2% |
| 30D | -12.3% | -13.6% | +1.4% | +17.9% |
| 3M | -17.7% | -8.0% | -9.7% | -1.6% |
| 6M | -28.9% | -1.5% | -27.5% | -23.1% |
| YTD | -22.0% | +17.7% | -39.7% | -38.6% |
| 1Y | -36.8% | +13.8% | -50.6% | -46.3% |
| 3Y | +228.2% | +101.6% | +126.7% | +13.6% |
| All | +228.2% | +105.6% | +122.6% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 VGT 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