+150.0%
IONQ vs VTEB
+10.6%
+139.5%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.3% | -6.1% | -5.4% |
| 7D | -11.5% | -1.2% | -10.2% | -7.7% |
| 30D | -8.1% | +2.5% | -10.5% | -14.7% |
| 3M | -35.8% | -1.7% | -34.1% | -31.2% |
| 6M | -47.7% | -1.2% | -46.5% | -44.5% |
| YTD | -35.6% | -0.5% | -35.2% | -33.0% |
| 1Y | -36.4% | -0.1% | -36.3% | -34.6% |
| 3Y | +150.0% | +10.5% | +139.6% | +42.6% |
| All | +150.0% | +10.6% | +139.5% | +42.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling