+215.4%
IONQ vs VZ
+13.7%
+201.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -2.5% |
| 7D | +15.3% | +0.9% | +14.4% | +15.5% |
| 30D | -6.1% | +8.9% | -15.0% | -4.4% |
| 3M | -21.6% | +0.1% | -21.7% | -21.1% |
| 6M | -40.1% | +1.9% | -42.0% | -39.3% |
| YTD | -24.1% | +22.0% | -46.1% | -21.4% |
| 1Y | -37.4% | +22.1% | -59.5% | -35.2% |
| 3Y | +219.5% | +58.7% | +160.8% | +213.4% |
| 5Y | +76.9% | +22.3% | +54.6% | +72.1% |
| All | +215.4% | +13.7% | +201.6% | +214.7% |
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