+241.1%
IONQ vs VIVK
-100.0%
+341.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.4% | -5.8% | -3.5% |
| 7D | -5.6% | -9.5% | +3.9% | -5.3% |
| 30D | -15.2% | -35.1% | +19.9% | -14.1% |
| 3M | -34.9% | -93.4% | +58.4% | -30.4% |
| 6M | +4.9% | -98.0% | +102.9% | +14.0% |
| YTD | -17.9% | -97.9% | +80.0% | -13.1% |
| 1Y | -16.0% | -100.0% | +84.0% | +2.5% |
| 3Y | +90.5% | -100.0% | +190.5% | +126.7% |
| 5Y | +268.4% | -100.0% | +368.4% | +351.5% |
| All | +241.1% | -100.0% | +341.1% | +313.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling