+294.8%
IONQ vs VSH
+64.7%
+230.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.4% | -3.2% | -2.0% |
| 7D | +0.8% | +4.1% | -3.2% | -2.2% |
| 30D | -1.0% | -4.2% | +3.1% | +2.5% |
| 3M | -39.8% | -50.0% | +10.2% | -3.2% |
| 6M | +6.4% | +80.2% | -73.7% | -40.5% |
| YTD | -11.9% | +121.1% | -133.0% | -59.7% |
| 1Y | -6.2% | +112.0% | -118.1% | -56.6% |
| 3Y | +125.7% | +22.5% | +103.2% | +78.3% |
| All | +294.8% | +64.7% | +230.1% | +114.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling