+228.2%
IONQ vs VIAV
+295.5%
-67.3%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.0% | +0.3% |
| 7D | +16.7% | +3.2% | +13.5% | +15.6% |
| 30D | -12.3% | -31.8% | +19.5% | +1.1% |
| 3M | -17.7% | -16.6% | -1.1% | -13.0% |
| 6M | -28.9% | -39.4% | +10.5% | -16.4% |
| YTD | -22.0% | +74.0% | -96.0% | -42.5% |
| 1Y | -36.8% | +70.8% | -107.6% | -53.0% |
| 3Y | +228.2% | +295.5% | -67.3% | +26.2% |
| All | +228.2% | +295.5% | -67.3% | +26.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling