+227.2%
IONQ vs VIG
+95.4%
+131.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.4% | +5.9% | +2.4% |
| 7D | +25.5% | +0.4% | +25.0% | +24.4% |
| 30D | -11.4% | +4.3% | -15.7% | -20.1% |
| 3M | -20.5% | +2.0% | -22.5% | -24.4% |
| 6M | -28.2% | +10.2% | -38.4% | -43.0% |
| YTD | -21.2% | +14.8% | -36.0% | -42.4% |
| 1Y | -40.4% | +17.5% | -57.8% | -58.7% |
| 3Y | +214.7% | +67.4% | +147.3% | +6.5% |
| 5Y | +56.9% | +63.4% | -6.5% | -40.9% |
| All | +227.2% | +95.4% | +131.8% | +2.9% |
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