+120.4%
VOO vs IONQ
+214.5%
-94.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.6% | -0.3% |
| 7D | -0.6% | +16.7% | -17.3% | -2.0% |
| 30D | -3.6% | -12.3% | +8.6% | -3.1% |
| 3M | -2.7% | -17.7% | +15.0% | -1.9% |
| 6M | +2.2% | -28.9% | +31.2% | +3.4% |
| YTD | +10.9% | -22.0% | +32.9% | +10.1% |
| 1Y | +11.3% | -36.8% | +48.1% | +11.8% |
| 3Y | +76.9% | +228.2% | -151.3% | +41.9% |
| 5Y | +73.5% | +91.9% | -18.4% | +29.8% |
| All | +120.4% | +214.5% | -94.1% | +56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IONQ.
Daily Out/Under-Performance
Portfolio return minus IONQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONQ 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 IONQ 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