+241.1%
IONQ vs VTEB
+1.9%
+239.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.7% | -1.0% |
| 7D | -5.6% | -1.2% | -4.4% | -1.5% |
| 30D | -15.2% | -2.9% | -12.3% | -6.5% |
| 3M | -34.9% | -3.2% | -31.8% | -27.4% |
| 6M | +4.9% | -2.6% | +7.5% | +15.7% |
| YTD | -17.9% | -1.8% | -16.1% | -11.7% |
| 1Y | -16.0% | +0.2% | -16.2% | -15.3% |
| 3Y | +90.5% | +8.2% | +82.3% | +51.0% |
| 5Y | +268.4% | +0.8% | +267.6% | +194.2% |
| All | +241.1% | +1.9% | +239.2% | +173.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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