+215.4%
IONQ vs VO
+73.0%
+142.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.3% | -3.9% | -5.9% |
| 7D | +15.3% | +0.2% | +15.1% | +15.2% |
| 30D | -6.1% | +2.0% | -8.1% | -10.0% |
| 3M | -21.6% | -0.3% | -21.3% | -20.0% |
| 6M | -40.1% | +7.3% | -47.4% | -48.2% |
| YTD | -24.1% | +15.0% | -39.1% | -43.1% |
| 1Y | -37.4% | +14.7% | -52.1% | -52.4% |
| 3Y | +219.5% | +67.3% | +152.2% | +13.5% |
| 5Y | +76.9% | +38.8% | +38.1% | +6.4% |
| All | +215.4% | +73.0% | +142.4% | +50.2% |
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