+202.0%
IONQ vs VUG
+99.9%
+102.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +0.9% | +22.5% | +21.5% |
| 7D | +8.6% | -3.4% | +12.0% | +17.8% |
| 30D | -21.1% | -11.1% | -10.0% | +3.0% |
| 3M | -17.9% | -7.2% | -10.6% | -1.5% |
| 6M | -37.9% | -4.1% | -33.8% | -28.8% |
| YTD | -27.3% | +1.4% | -28.7% | -24.2% |
| 1Y | -43.2% | +1.9% | -45.1% | -41.0% |
| 3Y | +191.0% | +77.7% | +113.3% | +8.1% |
| 5Y | +69.3% | +57.6% | +11.7% | -6.5% |
| All | +202.0% | +99.9% | +102.2% | +28.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling