+108.3%
IONQ vs VIG
+56.4%
+52.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.7% | +2.7% |
| 7D | +0.8% | -0.4% | +1.2% | +2.2% |
| 30D | -1.0% | -1.0% | -0.1% | +2.0% |
| 3M | -39.8% | +2.8% | -42.6% | -44.2% |
| 6M | +6.4% | +8.2% | -1.8% | -13.9% |
| YTD | -11.9% | +11.0% | -22.9% | -33.5% |
| 1Y | -6.2% | +16.1% | -22.3% | -37.5% |
| All | +108.3% | +56.4% | +52.0% | -34.4% |
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