+105.6%
IONQ vs VWO
+65.3%
+40.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +3.1% |
| 7D | +7.1% | +0.9% | +6.2% | +5.0% |
| 30D | -8.9% | +1.3% | -10.2% | -11.0% |
| 3M | -35.6% | +5.1% | -40.7% | -41.0% |
| 6M | +13.3% | +12.5% | +0.7% | -7.9% |
| YTD | -9.8% | +14.0% | -23.8% | -29.1% |
| 1Y | -1.3% | +19.7% | -21.0% | -29.2% |
| All | +105.6% | +65.3% | +40.4% | -24.6% |
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