-1.3%
IONQ vs VCLT
-2.4%
+1.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.5% |
| 7D | +7.1% | +0.3% | +6.8% | +6.4% |
| 30D | -8.9% | -0.6% | -8.3% | -7.6% |
| 3M | -35.6% | -2.2% | -33.3% | -32.1% |
| 6M | +13.3% | -2.9% | +16.2% | +19.0% |
| YTD | -9.8% | -2.1% | -7.7% | -4.4% |
| 1Y | -1.3% | -2.6% | +1.3% | +4.4% |
| All | -1.3% | -2.4% | +1.1% | +4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling