-44.7%
IONQ vs VIVK
-100.0%
+55.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -27.5% | +25.9% | -0.8% |
| 7D | -8.9% | -68.7% | +59.8% | -6.7% |
| 30D | -31.3% | -90.0% | +58.8% | -28.3% |
| 3M | -29.2% | -98.1% | +68.9% | -24.9% |
| 6M | -35.4% | -99.9% | +64.5% | -27.3% |
| YTD | -34.2% | -99.9% | +65.8% | -27.3% |
| 1Y | -44.7% | -100.0% | +55.3% | -23.2% |
| All | -44.7% | -100.0% | +55.3% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 1y: compounded portfolio wealth divided by compounded VIVK 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…
1y analysis · Full analysis span regression · 6 months rolling