+185.7%
IONQ vs VIVK
-100.0%
+285.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -9.6% | +0.2% | -9.0% |
| 7D | +16.8% | -38.6% | +55.4% | +18.8% |
| 30D | -11.1% | -87.7% | +76.6% | -4.9% |
| 3M | -31.7% | -98.9% | +67.1% | -21.8% |
| 6M | -44.8% | -100.0% | +55.2% | -31.0% |
| YTD | -31.2% | -100.0% | +68.7% | -17.7% |
| 1Y | -39.1% | -100.0% | +60.9% | -19.4% |
| 3Y | +189.5% | -100.0% | +289.5% | +285.6% |
| 5Y | +53.2% | -100.0% | +153.2% | +112.7% |
| All | +185.7% | -100.0% | +285.7% | +291.8% |
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