+294.8%
IONQ vs VUG
+76.6%
+218.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +2.4% |
| 7D | +0.8% | -0.1% | +0.9% | +1.1% |
| 30D | -1.0% | -0.3% | -0.7% | +0.3% |
| 3M | -39.8% | -0.7% | -39.1% | -37.2% |
| 6M | +6.4% | +14.6% | -8.2% | -17.1% |
| YTD | -11.9% | +9.0% | -20.9% | -23.2% |
| 1Y | -6.2% | +14.9% | -21.0% | -26.0% |
| 3Y | +125.7% | +86.0% | +39.7% | -30.2% |
| All | +294.8% | +76.6% | +218.2% | +102.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling