-41.1%
IONQ vs VCLT
-3.0%
-38.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.1% | +23.5% | +23.6% |
| 7D | +8.6% | +0.3% | +8.3% | +7.9% |
| 30D | -21.1% | +3.7% | -24.8% | -27.8% |
| 3M | -17.9% | -1.0% | -16.9% | -15.4% |
| 6M | -37.9% | -3.4% | -34.6% | -31.3% |
| YTD | -27.3% | -2.6% | -24.7% | -21.1% |
| All | -41.1% | -3.0% | -38.1% | -35.3% |
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