+265.9%
IONQ vs VT
+92.9%
+173.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +0.8% | +0.4% | +0.4% | -0.4% |
| 30D | -1.0% | +1.0% | -2.0% | -2.9% |
| 3M | -39.8% | +2.4% | -42.2% | -41.9% |
| 6M | +6.4% | +12.0% | -5.6% | -17.7% |
| YTD | -11.9% | +15.3% | -27.3% | -36.6% |
| 1Y | -6.2% | +22.6% | -28.7% | -41.8% |
| 3Y | +125.7% | +74.7% | +51.0% | -36.1% |
| 5Y | +296.0% | +66.1% | +229.8% | +40.7% |
| All | +265.9% | +92.9% | +173.1% | +9.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling