+185.7%
IONQ vs VIAV
+115.1%
+70.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -1.4% | -8.0% | -8.7% |
| 7D | +16.8% | +23.7% | -7.0% | +5.0% |
| 30D | -11.1% | -21.2% | +10.0% | -0.8% |
| 3M | -31.7% | -24.5% | -7.2% | -23.3% |
| 6M | -44.8% | -39.1% | -5.7% | -32.4% |
| YTD | -31.2% | +82.6% | -113.8% | -58.9% |
| 1Y | -39.1% | +82.7% | -121.9% | -63.7% |
| 3Y | +189.5% | +315.1% | -125.6% | -14.5% |
| 5Y | +53.2% | +113.4% | -60.2% | -17.7% |
| All | +185.7% | +115.1% | +70.7% | +53.7% |
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