-13.3%
IONQ vs VIVK
-100.0%
+86.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -6.3% | +0.6% | -5.7% |
| 7D | +1.3% | -7.9% | +9.2% | +1.4% |
| 30D | -10.3% | -42.0% | +31.6% | -10.1% |
| 3M | -32.7% | -92.5% | +59.8% | -31.3% |
| 6M | +6.3% | -98.0% | +104.3% | +9.4% |
| YTD | -15.0% | -97.9% | +82.9% | -12.4% |
| 1Y | -13.3% | -100.0% | +86.6% | -3.9% |
| All | -13.3% | -100.0% | +86.7% | -3.9% |
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