+227.2%
IONQ vs VMC
+103.4%
+123.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.4% | +6.0% | +6.2% |
| 7D | +25.5% | +0.1% | +25.3% | +25.2% |
| 30D | -11.4% | +18.3% | -29.7% | -24.6% |
| 3M | -20.5% | +1.9% | -22.3% | -22.6% |
| 6M | -28.2% | +2.4% | -30.6% | -32.5% |
| YTD | -21.2% | +2.1% | -23.3% | -27.3% |
| 1Y | -40.4% | +1.5% | -41.9% | -44.7% |
| 3Y | +214.7% | +41.5% | +173.2% | +104.4% |
| 5Y | +56.9% | +46.4% | +10.5% | -5.0% |
| All | +227.2% | +103.4% | +123.9% | +83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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