+227.2%
IONQ vs VO
+70.9%
+156.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.7% | +5.6% | +1.4% |
| 7D | +25.5% | -0.1% | +25.6% | +26.5% |
| 30D | -11.4% | +0.5% | -11.9% | -11.6% |
| 3M | -20.5% | -1.0% | -19.4% | -17.1% |
| 6M | -28.2% | +6.4% | -34.7% | -36.5% |
| YTD | -21.2% | +13.6% | -34.8% | -39.0% |
| 1Y | -40.4% | +14.5% | -54.8% | -54.4% |
| 3Y | +214.7% | +67.2% | +147.5% | +12.3% |
| 5Y | +56.9% | +36.1% | +20.8% | -1.3% |
| All | +227.2% | +70.9% | +156.3% | +61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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