+265.9%
IONQ vs VCLT
-15.8%
+281.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.1% |
| 7D | +0.8% | -0.5% | +1.3% | +1.6% |
| 30D | -1.0% | -0.9% | -0.2% | +0.2% |
| 3M | -39.8% | -3.2% | -36.6% | -36.6% |
| 6M | +6.4% | -3.8% | +10.3% | +13.9% |
| YTD | -11.9% | -2.0% | -9.9% | -8.3% |
| 1Y | -6.2% | -0.8% | -5.3% | -4.3% |
| 3Y | +125.7% | +12.3% | +113.4% | +96.4% |
| 5Y | +296.0% | -15.4% | +311.4% | +386.0% |
| All | +265.9% | -15.8% | +281.7% | +305.5% |
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 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