+224.0%
IONQ vs VUG
+103.9%
+120.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.2% | +0.6% |
| 7D | +16.7% | -1.2% | +17.9% | +20.5% |
| 30D | -12.3% | -8.9% | -3.4% | +8.7% |
| 3M | -17.7% | -5.9% | -11.8% | -4.3% |
| 6M | -28.9% | -3.3% | -25.7% | -19.9% |
| YTD | -22.0% | +3.4% | -25.4% | -22.0% |
| 1Y | -36.8% | +1.9% | -38.7% | -33.9% |
| 3Y | +228.2% | +76.9% | +151.3% | +23.4% |
| 5Y | +91.9% | +63.9% | +28.1% | -1.2% |
| All | +224.0% | +103.9% | +120.1% | +32.1% |
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