+167.4%
IONQ vs VYM
+111.9%
+55.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.1% | -6.3% | -6.2% |
| 7D | -11.5% | +3.7% | -15.1% | -18.1% |
| 30D | -8.1% | +3.7% | -11.8% | -15.0% |
| 3M | -35.8% | -0.7% | -35.1% | -34.7% |
| 6M | -47.7% | +7.2% | -54.9% | -54.8% |
| YTD | -35.6% | +16.9% | -52.6% | -53.2% |
| 1Y | -36.4% | +19.6% | -56.0% | -55.8% |
| 3Y | +150.0% | +74.6% | +75.5% | -9.7% |
| 5Y | +43.3% | +72.3% | -29.0% | -43.2% |
| All | +167.4% | +111.9% | +55.5% | -10.2% |
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 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