+53.2%
IONQ vs VNQ
+6.5%
+46.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -0.6% | -8.8% | -8.5% |
| 7D | +16.8% | +0.2% | +16.5% | +16.5% |
| 30D | -11.1% | +5.8% | -17.0% | -18.7% |
| 3M | -31.7% | 0.0% | -31.7% | -32.1% |
| 6M | -44.8% | +1.5% | -46.3% | -47.8% |
| YTD | -31.2% | +12.1% | -43.3% | -44.3% |
| 1Y | -39.1% | +10.6% | -49.7% | -49.6% |
| 3Y | +189.5% | +43.5% | +146.0% | +59.0% |
| 5Y | +53.2% | +6.8% | +46.3% | +44.8% |
| All | +53.2% | +6.5% | +46.7% | +44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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