+240.3%
IONQ vs VTV
+113.9%
+126.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -1.0% | -1.9% |
| 7D | -7.0% | -1.1% | -5.9% | -4.7% |
| 30D | -18.7% | -1.0% | -17.7% | -16.8% |
| 3M | -36.6% | +4.6% | -41.3% | -42.7% |
| 6M | +7.2% | +13.5% | -6.3% | -17.7% |
| YTD | -18.1% | +18.5% | -36.6% | -42.5% |
| 1Y | -21.9% | +22.9% | -44.8% | -49.2% |
| 3Y | +86.7% | +67.8% | +18.9% | -29.7% |
| 5Y | +267.5% | +81.8% | +185.7% | +34.6% |
| All | +240.3% | +113.9% | +126.4% | +9.8% |
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