+274.7%
IONQ vs VIG
+87.5%
+187.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +4.4% |
| 7D | +7.1% | -0.4% | +7.5% | +8.1% |
| 30D | -8.9% | -2.1% | -6.8% | -4.1% |
| 3M | -35.6% | +3.3% | -38.9% | -40.6% |
| 6M | +13.3% | +9.3% | +4.0% | -7.1% |
| YTD | -9.8% | +10.1% | -20.0% | -27.0% |
| 1Y | -1.3% | +14.7% | -16.0% | -27.0% |
| 3Y | +109.3% | +56.9% | +52.3% | -17.0% |
| 5Y | +304.7% | +62.9% | +241.8% | +62.8% |
| All | +274.7% | +87.5% | +187.2% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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