-36.4%
IONQ vs VCLT
-4.7%
-31.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.4% | -6.0% | -5.4% |
| 7D | -11.5% | -2.3% | -9.2% | -6.3% |
| 30D | -8.1% | +0.8% | -8.8% | -9.4% |
| 3M | -35.8% | -2.7% | -33.1% | -31.1% |
| 6M | -47.7% | -4.3% | -43.4% | -40.8% |
| YTD | -35.6% | -4.3% | -31.3% | -26.7% |
| 1Y | -36.4% | -4.4% | -32.0% | -27.6% |
| All | -36.4% | -4.7% | -31.7% | -27.6% |
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