+109.3%
IONQ vs VYM
+66.8%
+42.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +3.6% |
| 7D | +7.1% | +0.1% | +7.0% | +6.7% |
| 30D | -8.9% | -1.3% | -7.6% | -5.6% |
| 3M | -35.6% | +4.1% | -39.6% | -42.4% |
| 6M | +13.3% | +9.8% | +3.5% | -10.8% |
| YTD | -9.8% | +15.3% | -25.1% | -37.6% |
| 1Y | -1.3% | +20.0% | -21.3% | -38.4% |
| 3Y | +109.3% | +66.2% | +43.0% | -37.4% |
| All | +109.3% | +66.8% | +42.4% | -37.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling