+294.8%
IONQ vs VGT
+133.3%
+161.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +0.6% |
| 7D | +0.8% | +1.0% | -0.2% | -1.0% |
| 30D | -1.0% | +1.3% | -2.3% | -2.5% |
| 3M | -39.8% | -1.1% | -38.7% | -36.6% |
| 6M | +6.4% | +32.6% | -26.2% | -35.4% |
| YTD | -11.9% | +29.0% | -40.9% | -43.3% |
| 1Y | -6.2% | +39.7% | -45.8% | -47.5% |
| 3Y | +125.7% | +120.9% | +4.8% | -43.7% |
| All | +294.8% | +133.3% | +161.5% | +19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling