+241.1%
IONQ vs VYM
+106.8%
+134.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -2.2% |
| 7D | -5.6% | -1.9% | -3.7% | -1.5% |
| 30D | -15.2% | -2.6% | -12.6% | -10.0% |
| 3M | -34.9% | +3.6% | -38.5% | -39.7% |
| 6M | +4.9% | +8.7% | -3.8% | -10.9% |
| YTD | -17.9% | +14.1% | -32.0% | -37.0% |
| 1Y | -16.0% | +17.8% | -33.8% | -39.3% |
| 3Y | +90.5% | +64.5% | +26.0% | -22.5% |
| 5Y | +268.4% | +77.5% | +190.9% | +49.4% |
| All | +241.1% | +106.8% | +134.3% | +21.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling