+294.8%
IONQ vs VIG
+63.1%
+231.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.7% | +2.5% |
| 7D | +0.8% | -0.4% | +1.2% | +2.0% |
| 30D | -1.0% | -1.0% | -0.1% | +1.6% |
| 3M | -39.8% | +2.8% | -42.6% | -43.7% |
| 6M | +6.4% | +8.2% | -1.8% | -11.7% |
| YTD | -11.9% | +11.0% | -22.9% | -31.2% |
| 1Y | -6.2% | +16.1% | -22.3% | -34.3% |
| 3Y | +125.7% | +56.2% | +69.5% | -17.5% |
| All | +294.8% | +63.1% | +231.7% | +46.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling