+215.4%
IONQ vs VTR
+123.1%
+92.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.7% | -2.7% |
| 7D | +15.3% | +1.4% | +13.9% | +14.8% |
| 30D | -6.1% | +8.2% | -14.3% | -9.1% |
| 3M | -21.6% | +4.6% | -26.2% | -23.2% |
| 6M | -40.1% | +4.3% | -44.5% | -42.4% |
| YTD | -24.1% | +19.0% | -43.1% | -31.9% |
| 1Y | -37.4% | +21.6% | -59.0% | -44.5% |
| 3Y | +219.5% | +132.2% | +87.3% | +98.0% |
| 5Y | +76.9% | +94.4% | -17.5% | +10.7% |
| All | +215.4% | +123.1% | +92.3% | +92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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