+177.7%
IONQ vs VT
+85.5%
+92.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | 0.0% | +6.4% | +6.4% |
| 7D | -9.0% | -1.6% | -7.4% | -4.7% |
| 30D | -31.5% | -2.5% | -29.0% | -25.8% |
| 3M | -22.8% | -1.3% | -21.5% | -18.4% |
| 6M | -35.1% | +3.1% | -38.2% | -37.1% |
| YTD | -33.2% | +10.9% | -44.1% | -45.9% |
| 1Y | -48.6% | +12.1% | -60.7% | -59.2% |
| 3Y | +159.0% | +73.9% | +85.1% | -25.2% |
| 5Y | +95.4% | +58.0% | +37.4% | -20.4% |
| All | +177.7% | +85.5% | +92.2% | -6.3% |
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