+227.2%
IONQ vs VCLT
-16.1%
+243.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.3% | +8.1% | +8.0% |
| 7D | +25.5% | +1.2% | +24.2% | +23.2% |
| 30D | -11.4% | +3.4% | -14.8% | -15.5% |
| 3M | -20.5% | -0.9% | -19.6% | -19.5% |
| 6M | -28.2% | -3.1% | -25.1% | -24.4% |
| YTD | -21.2% | -2.4% | -18.9% | -17.7% |
| 1Y | -40.4% | -2.7% | -37.7% | -37.3% |
| 3Y | +214.7% | +16.9% | +197.8% | +160.6% |
| 5Y | +56.9% | -17.0% | +73.8% | +96.2% |
| All | +227.2% | -16.1% | +243.3% | +264.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling