+240.3%
IONQ vs VWO
+39.5%
+200.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -1.6% |
| 7D | -7.0% | -1.8% | -5.2% | -3.7% |
| 30D | -18.7% | -0.1% | -18.6% | -18.2% |
| 3M | -36.6% | +2.2% | -38.9% | -38.0% |
| 6M | +7.2% | +8.8% | -1.5% | -4.5% |
| YTD | -18.1% | +12.4% | -30.5% | -31.5% |
| 1Y | -21.9% | +15.6% | -37.5% | -37.3% |
| 3Y | +86.7% | +62.5% | +24.2% | -14.6% |
| 5Y | +267.5% | +34.3% | +233.2% | +119.8% |
| All | +240.3% | +39.5% | +200.8% | +94.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling