+215.4%
IONQ vs VXUS
+61.4%
+154.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.6% | -4.8% |
| 7D | +15.3% | -0.5% | +15.8% | +17.4% |
| 30D | -6.1% | -1.2% | -4.9% | -2.6% |
| 3M | -21.6% | -3.8% | -17.8% | -13.0% |
| 6M | -40.1% | -1.7% | -38.5% | -35.4% |
| YTD | -24.1% | +11.4% | -35.5% | -37.4% |
| 1Y | -37.4% | +13.3% | -50.7% | -50.2% |
| 3Y | +219.5% | +70.0% | +149.5% | +9.6% |
| 5Y | +76.9% | +48.1% | +28.9% | -18.3% |
| All | +215.4% | +61.4% | +154.0% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 VXUS 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