+53.2%
IONQ vs VUG
+65.5%
-12.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -0.2% | -9.1% | -8.8% |
| 7D | +16.8% | +4.4% | +12.4% | +6.5% |
| 30D | -11.1% | -7.3% | -3.8% | +6.7% |
| 3M | -31.7% | -4.2% | -27.5% | -23.4% |
| 6M | -44.8% | -1.6% | -43.2% | -40.0% |
| YTD | -31.2% | +4.9% | -36.1% | -33.6% |
| 1Y | -39.1% | +3.8% | -42.9% | -39.1% |
| 3Y | +189.5% | +79.4% | +110.1% | -0.4% |
| 5Y | +53.2% | +63.9% | -10.8% | -4.7% |
| All | +53.2% | +65.5% | -12.3% | -4.7% |
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