+215.4%
IONQ vs VIVK
-100.0%
+315.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -14.3% | +11.7% | -2.1% |
| 7D | +15.3% | -48.0% | +63.3% | +18.0% |
| 30D | -6.1% | -88.4% | +82.3% | +0.6% |
| 3M | -21.6% | -98.7% | +77.1% | -10.6% |
| 6M | -40.1% | -100.0% | +59.8% | -25.4% |
| YTD | -24.1% | -100.0% | +75.9% | -9.5% |
| 1Y | -37.4% | -100.0% | +62.6% | -17.4% |
| 3Y | +219.5% | -100.0% | +319.5% | +323.6% |
| 5Y | +76.9% | -100.0% | +176.9% | +145.1% |
| All | +215.4% | -100.0% | +315.4% | +330.5% |
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