+167.4%
IONQ vs VO
+71.5%
+95.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | 0.0% | -6.4% | -6.4% |
| 7D | -11.5% | +3.1% | -14.6% | -17.9% |
| 30D | -8.1% | +2.2% | -10.3% | -12.3% |
| 3M | -35.8% | -2.5% | -33.3% | -30.5% |
| 6M | -47.7% | +7.0% | -54.7% | -54.4% |
| YTD | -35.6% | +14.0% | -49.6% | -50.6% |
| 1Y | -36.4% | +15.6% | -52.0% | -52.7% |
| 3Y | +150.0% | +66.2% | +83.9% | -9.4% |
| 5Y | +43.3% | +36.6% | +6.7% | -11.0% |
| All | +167.4% | +71.5% | +95.9% | +30.4% |
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