-36.4%
IONQ vs VYM
+18.4%
-54.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.1% | -6.3% | -6.1% |
| 7D | -11.5% | +3.7% | -15.1% | -19.3% |
| 30D | -8.1% | +3.7% | -11.8% | -16.5% |
| 3M | -35.8% | -0.7% | -35.1% | -33.8% |
| 6M | -47.7% | +7.2% | -54.9% | -56.5% |
| YTD | -35.6% | +16.9% | -52.6% | -55.1% |
| 1Y | -36.4% | +19.6% | -56.0% | -58.2% |
| All | -36.4% | +18.4% | -54.7% | -58.2% |
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