+227.2%
IONQ vs VZ
+12.4%
+214.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.8% | +7.5% | +8.5% |
| 7D | +25.5% | +2.2% | +23.2% | +26.0% |
| 30D | -11.4% | +10.6% | -22.0% | -9.5% |
| 3M | -20.5% | -0.6% | -19.9% | -20.1% |
| 6M | -28.2% | +0.7% | -29.0% | -27.4% |
| YTD | -21.2% | +20.6% | -41.9% | -18.6% |
| 1Y | -40.4% | +22.7% | -63.1% | -38.3% |
| 3Y | +214.7% | +57.2% | +157.5% | +207.8% |
| 5Y | +56.9% | +21.4% | +35.5% | +52.5% |
| All | +227.2% | +12.4% | +214.8% | +225.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VZ.
Daily Out/Under-Performance
Portfolio return minus VZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VZ 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 VZ 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