+227.2%
IONQ vs VUG
+105.4%
+121.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.8% | +5.6% | +2.3% |
| 7D | +25.5% | +0.5% | +25.0% | +25.0% |
| 30D | -11.4% | -8.2% | -3.2% | +8.1% |
| 3M | -20.5% | -5.4% | -15.0% | -8.4% |
| 6M | -28.2% | -2.5% | -25.7% | -20.4% |
| YTD | -21.2% | +4.2% | -25.4% | -22.5% |
| 1Y | -40.4% | +5.0% | -45.4% | -41.8% |
| 3Y | +214.7% | +81.7% | +133.0% | +11.6% |
| 5Y | +56.9% | +62.5% | -5.7% | -18.5% |
| All | +227.2% | +105.4% | +121.8% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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