+272.8%
IONQ vs VIK
+234.5%
+38.3%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +1.5% | +21.9% | +22.3% |
| 7D | +8.6% | 0.0% | +8.6% | +8.7% |
| 30D | -21.1% | +7.7% | -28.7% | -25.4% |
| 3M | -17.9% | -17.6% | -0.3% | -5.7% |
| 6M | -37.9% | +1.7% | -39.6% | -39.6% |
| YTD | -27.3% | +22.5% | -49.8% | -39.7% |
| 1Y | -43.2% | +52.6% | -95.8% | -61.3% |
| All | +272.8% | +234.5% | +38.3% | +61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 5y: compounded portfolio wealth divided by compounded VIK 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…
5y analysis · Full analysis span regression · 6 months rolling