+191.1%
IONQ vs VSXY
+93.0%
+98.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.5% | -7.9% | -6.8% |
| 7D | -11.5% | -1.7% | -9.7% | -10.9% |
| 30D | -8.1% | +20.1% | -28.2% | -12.5% |
| 3M | -35.8% | +16.6% | -52.4% | -39.1% |
| 6M | -47.7% | +134.9% | -182.7% | -61.1% |
| YTD | -35.6% | +96.0% | -131.6% | -49.9% |
| 1Y | -36.4% | +203.8% | -240.2% | -57.3% |
| 3Y | +150.0% | +465.3% | -315.3% | +28.5% |
| 5Y | +43.3% | +106.3% | -63.0% | -1.9% |
| All | +191.1% | +93.0% | +98.1% | +97.5% |
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