+215.4%
IONQ vs VTV
+120.7%
+94.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.0% | -3.7% | -5.0% |
| 7D | +15.3% | -0.4% | +15.7% | +16.8% |
| 30D | -6.1% | +3.9% | -10.0% | -13.7% |
| 3M | -21.6% | +2.6% | -24.1% | -25.9% |
| 6M | -40.1% | +11.5% | -51.7% | -52.7% |
| YTD | -24.1% | +22.3% | -46.4% | -50.3% |
| 1Y | -37.4% | +24.5% | -61.9% | -60.6% |
| 3Y | +219.5% | +78.8% | +140.7% | +5.3% |
| 5Y | +76.9% | +78.6% | -1.7% | -38.0% |
| All | +215.4% | +120.7% | +94.6% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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