+150.0%
IONQ vs VIG
+67.2%
+82.8%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | 0.0% | -6.4% | -6.4% |
| 7D | -11.5% | +3.5% | -15.0% | -19.8% |
| 30D | -8.1% | +4.9% | -13.0% | -20.4% |
| 3M | -35.8% | +2.5% | -38.3% | -40.5% |
| 6M | -47.7% | +11.0% | -58.8% | -61.5% |
| YTD | -35.6% | +16.0% | -51.6% | -57.5% |
| 1Y | -36.4% | +17.5% | -53.9% | -59.6% |
| 3Y | +150.0% | +67.0% | +83.0% | -49.5% |
| All | +150.0% | +67.2% | +82.8% | -49.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling