+126.0%
IONQ vs VCLT
+13.1%
+112.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.1% |
| 7D | +0.8% | -0.5% | +1.3% | +1.8% |
| 30D | -1.0% | -0.9% | -0.2% | +0.5% |
| 3M | -39.8% | -3.2% | -36.6% | -36.1% |
| 6M | +6.4% | -3.8% | +10.3% | +14.9% |
| YTD | -11.9% | -2.0% | -9.9% | -7.8% |
| 1Y | -6.2% | -0.8% | -5.3% | -4.1% |
| All | +126.0% | +13.1% | +112.8% | +103.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling