+202.0%
IONQ vs VXUS
+56.5%
+145.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +0.1% | +23.3% | +23.1% |
| 7D | +8.6% | -1.8% | +10.3% | +13.3% |
| 30D | -21.1% | -4.6% | -16.5% | -11.4% |
| 3M | -17.9% | -6.1% | -11.8% | -3.7% |
| 6M | -37.9% | -4.9% | -33.1% | -27.6% |
| YTD | -27.3% | +8.1% | -35.4% | -35.8% |
| 1Y | -43.2% | +12.1% | -55.3% | -53.8% |
| 3Y | +191.0% | +63.9% | +127.1% | +8.3% |
| 5Y | +69.3% | +43.1% | +26.1% | -15.8% |
| All | +202.0% | +56.5% | +145.5% | +37.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling