+253.1%
IONQ vs VIAV
+159.0%
+94.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.1% | -6.9% | -6.3% |
| 7D | +1.3% | +13.6% | -12.2% | -5.4% |
| 30D | -10.3% | +5.3% | -15.6% | -13.4% |
| 3M | -32.7% | -15.6% | -17.1% | -28.5% |
| 6M | +6.3% | +34.0% | -27.7% | -14.5% |
| YTD | -15.0% | +119.9% | -134.9% | -52.9% |
| 1Y | -13.3% | +235.2% | -248.5% | -65.3% |
| 3Y | +97.2% | +299.8% | -202.6% | -34.5% |
| 5Y | +278.7% | +140.1% | +138.7% | +90.4% |
| All | +253.1% | +159.0% | +94.2% | +76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 10y: compounded portfolio wealth divided by compounded VIAV 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…
10y analysis · Full analysis span regression · 6 months rolling