+274.7%
IONQ vs VALE
+58.7%
+216.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.9% | +0.5% | +1.6% |
| 7D | +7.1% | +2.9% | +4.2% | +5.8% |
| 30D | -8.9% | +8.8% | -17.7% | -12.2% |
| 3M | -35.6% | +6.8% | -42.3% | -37.4% |
| 6M | +13.3% | +6.9% | +6.4% | +11.2% |
| YTD | -9.8% | +22.8% | -32.6% | -15.8% |
| 1Y | -1.3% | +61.3% | -62.6% | -15.8% |
| 3Y | +109.3% | +53.3% | +55.9% | +78.8% |
| 5Y | +304.7% | +44.9% | +259.8% | +253.3% |
| All | +274.7% | +58.7% | +216.0% | +216.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE 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 VALE 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