-44.7%
IONQ vs VYM
+21.8%
-66.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.7% | -4.7% |
| 7D | -8.9% | +1.2% | -10.1% | -11.8% |
| 30D | -31.3% | +5.2% | -36.5% | -40.4% |
| 3M | -29.2% | +0.5% | -29.7% | -29.9% |
| 6M | -35.4% | +7.7% | -43.1% | -46.8% |
| YTD | -34.2% | +17.2% | -51.3% | -55.0% |
| 1Y | -44.7% | +21.7% | -66.3% | -67.2% |
| All | -44.7% | +21.8% | -66.4% | -67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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