+91.9%
IONQ vs VIVK
-100.0%
+191.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -22.8% | +21.8% | 0.0% |
| 7D | +16.7% | -56.0% | +72.6% | +19.9% |
| 30D | -12.3% | -92.3% | +80.0% | -5.0% |
| 3M | -17.7% | -98.6% | +80.9% | -6.3% |
| 6M | -28.9% | -99.9% | +71.0% | -11.4% |
| YTD | -22.0% | -100.0% | +77.9% | -7.3% |
| 1Y | -36.8% | -100.0% | +63.2% | -16.2% |
| 3Y | +228.2% | -100.0% | +328.2% | +336.0% |
| 5Y | +91.9% | -100.0% | +191.9% | +178.6% |
| All | +91.9% | -100.0% | +191.9% | +178.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling