+144.7%
IONQ vs VT
+81.0%
+63.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -4.1% | -6.5% | +0.8% |
| 7D | -16.7% | -4.2% | -12.5% | -5.9% |
| 30D | -38.9% | -5.8% | -33.1% | -27.1% |
| 3M | -33.8% | -5.2% | -28.6% | -21.7% |
| 6M | -44.9% | +0.1% | -45.1% | -42.1% |
| YTD | -41.1% | +8.2% | -49.3% | -48.9% |
| 1Y | -52.3% | +10.1% | -62.4% | -60.3% |
| 3Y | +128.2% | +69.7% | +58.6% | -29.3% |
| 5Y | +37.2% | +53.4% | -16.2% | -39.8% |
| All | +144.7% | +81.0% | +63.7% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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