+265.9%
IONQ vs VIG
+89.0%
+177.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.7% | +2.4% |
| 7D | +0.8% | -0.4% | +1.2% | +1.9% |
| 30D | -1.0% | -1.0% | -0.1% | +1.5% |
| 3M | -39.8% | +2.8% | -42.6% | -43.4% |
| 6M | +6.4% | +8.2% | -1.8% | -10.5% |
| YTD | -11.9% | +11.0% | -22.9% | -30.0% |
| 1Y | -6.2% | +16.1% | -22.3% | -32.6% |
| 3Y | +125.7% | +56.2% | +69.5% | -9.8% |
| 5Y | +296.0% | +63.0% | +233.0% | +57.0% |
| All | +265.9% | +89.0% | +177.0% | +25.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling