+185.7%
IONQ vs VRT
+1,023.1%
-837.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +1.5% | -10.9% | -10.2% |
| 7D | +16.8% | +18.6% | -1.9% | +6.7% |
| 30D | -11.1% | -11.7% | +0.5% | -6.8% |
| 3M | -31.7% | -27.3% | -4.4% | -21.1% |
| 6M | -44.8% | -42.9% | -1.9% | -28.6% |
| YTD | -31.2% | +29.5% | -60.7% | -44.7% |
| 1Y | -39.1% | +21.0% | -60.2% | -49.0% |
| 3Y | +189.5% | +403.1% | -213.6% | +9.3% |
| 5Y | +53.2% | +688.8% | -635.7% | -62.6% |
| All | +185.7% | +1,023.1% | -837.4% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VRT.
Daily Out/Under-Performance
Portfolio return minus VRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRT 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 VRT 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