+274.7%
IONQ vs VZ
+21.2%
+253.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.5% |
| 7D | +7.1% | +0.2% | +6.9% | +7.2% |
| 30D | -8.9% | +7.1% | -16.0% | -7.8% |
| 3M | -35.6% | +12.8% | -48.4% | -34.0% |
| 6M | +13.3% | +1.8% | +11.5% | +14.5% |
| YTD | -9.8% | +30.0% | -39.8% | -6.0% |
| 1Y | -1.3% | +24.3% | -25.6% | +2.5% |
| 3Y | +109.3% | +84.3% | +25.0% | +103.0% |
| 5Y | +304.7% | +25.9% | +278.8% | +292.3% |
| All | +274.7% | +21.2% | +253.6% | +276.1% |
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