+274.7%
IONQ vs VSH
+67.4%
+207.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +3.2% |
| 7D | +7.1% | +6.2% | +0.9% | +2.3% |
| 30D | -8.9% | -11.1% | +2.2% | -0.8% |
| 3M | -35.6% | -44.9% | +9.4% | -4.9% |
| 6M | +13.3% | +90.0% | -76.7% | -38.0% |
| YTD | -9.8% | +118.8% | -128.6% | -57.2% |
| 1Y | -1.3% | +109.0% | -110.3% | -52.4% |
| 3Y | +109.3% | +35.6% | +73.6% | +45.8% |
| 5Y | +304.7% | +66.7% | +238.0% | +130.4% |
| All | +274.7% | +67.4% | +207.3% | +114.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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