+253.1%
IONQ vs VCLT
-16.0%
+269.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.2% | -5.6% | -5.5% |
| 7D | +1.3% | 0.0% | +1.3% | +1.3% |
| 30D | -10.3% | +0.1% | -10.4% | -10.5% |
| 3M | -32.7% | -2.9% | -29.8% | -29.6% |
| 6M | +6.3% | -4.0% | +10.3% | +14.0% |
| YTD | -15.0% | -2.2% | -12.8% | -11.2% |
| 1Y | -13.3% | -2.6% | -10.7% | -9.2% |
| 3Y | +97.2% | +12.3% | +84.9% | +72.0% |
| 5Y | +278.7% | -16.4% | +295.1% | +370.7% |
| All | +253.1% | -16.0% | +269.2% | +292.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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