+167.2%
IONQ vs VWO
+56.2%
+111.0%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -1.4% | -8.0% | -6.4% |
| 7D | +16.8% | +4.0% | +12.7% | +8.2% |
| 30D | -11.1% | -5.4% | -5.7% | +1.8% |
| 3M | -31.7% | -6.4% | -25.3% | -19.9% |
| 6M | -44.8% | -4.7% | -40.1% | -36.0% |
| YTD | -31.2% | +5.3% | -36.5% | -34.6% |
| 1Y | -39.1% | +4.3% | -43.5% | -40.7% |
| All | +167.2% | +56.2% | +111.0% | +8.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling