-36.4%
IONQ vs VWO
+4.0%
-40.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.1% | -6.3% | -6.2% |
| 7D | -11.5% | +2.0% | -13.4% | -15.1% |
| 30D | -8.1% | -4.3% | -3.8% | +2.6% |
| 3M | -35.8% | -6.4% | -29.4% | -24.4% |
| 6M | -47.7% | -5.6% | -42.1% | -38.2% |
| YTD | -35.6% | +5.2% | -40.8% | -42.1% |
| 1Y | -36.4% | +5.2% | -41.6% | -41.9% |
| All | -36.4% | +4.0% | -40.4% | -41.9% |
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