+126.0%
IONQ vs VIVK
-100.0%
+225.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -12.3% | +13.6% | +1.6% |
| 7D | +0.8% | -1.4% | +2.2% | +0.8% |
| 30D | -1.0% | -43.6% | +42.6% | +0.1% |
| 3M | -39.8% | -95.1% | +55.3% | -35.6% |
| 6M | +6.4% | -98.2% | +104.6% | +14.6% |
| YTD | -11.9% | -97.9% | +86.0% | -7.6% |
| 1Y | -6.2% | -100.0% | +93.8% | +16.5% |
| All | +126.0% | -100.0% | +225.9% | +178.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling