+284.5%
IONQ vs VSXY
+37.7%
+246.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.5% | -2.3% | -4.8% |
| 7D | +1.3% | -10.7% | +12.0% | +4.1% |
| 30D | -10.3% | -24.3% | +13.9% | -3.9% |
| 3M | -32.7% | +1.0% | -33.7% | -34.1% |
| 6M | +6.3% | +57.4% | -51.0% | -11.4% |
| YTD | -15.0% | +39.8% | -54.8% | -27.1% |
| 1Y | -13.3% | +196.5% | -209.8% | -42.3% |
| 3Y | +97.2% | +357.2% | -260.0% | +6.1% |
| 5Y | +278.7% | +18.9% | +259.9% | +184.9% |
| All | +284.5% | +37.7% | +246.8% | +187.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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