-44.7%
IONQ vs VWO
+5.9%
-50.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -5.2% |
| 7D | -8.9% | -1.3% | -7.6% | -6.3% |
| 30D | -31.3% | -7.1% | -24.1% | -18.6% |
| 3M | -29.2% | -6.1% | -23.1% | -18.0% |
| 6M | -35.4% | -3.9% | -31.6% | -26.7% |
| YTD | -34.2% | +5.0% | -39.2% | -40.1% |
| 1Y | -44.7% | +6.0% | -50.6% | -51.0% |
| All | -44.7% | +5.9% | -50.6% | -51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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