-1.3%
IONQ vs VUG
+14.2%
-15.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +3.4% |
| 7D | +7.1% | +0.9% | +6.3% | +4.7% |
| 30D | -8.9% | -1.4% | -7.5% | -5.0% |
| 3M | -35.6% | +2.3% | -37.9% | -38.2% |
| 6M | +13.3% | +15.7% | -2.4% | -15.4% |
| YTD | -9.8% | +8.6% | -18.4% | -22.6% |
| 1Y | -1.3% | +14.1% | -15.4% | -23.6% |
| All | -1.3% | +14.2% | -15.5% | -23.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling