+202.0%
IONQ vs VRT
+879.6%
-677.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +3.5% | +20.0% | +21.6% |
| 7D | +8.6% | -21.4% | +29.9% | +22.9% |
| 30D | -21.1% | -25.8% | +4.7% | -8.8% |
| 3M | -17.9% | -33.5% | +15.7% | -0.2% |
| 6M | -37.9% | -49.0% | +11.1% | -14.2% |
| YTD | -27.3% | +12.9% | -40.2% | -36.9% |
| 1Y | -43.2% | 0.0% | -43.2% | -47.3% |
| 3Y | +191.0% | +361.8% | -170.8% | +15.4% |
| 5Y | +69.3% | +565.1% | -495.9% | -54.8% |
| All | +202.0% | +879.6% | -677.6% | -24.6% |
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