+202.0%
IONQ vs VLO
+639.7%
-437.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -1.4% | +24.8% | +23.7% |
| 7D | +8.6% | -13.3% | +21.9% | +12.2% |
| 30D | -21.1% | -18.3% | -2.8% | -17.9% |
| 3M | -17.9% | +14.3% | -32.2% | -21.8% |
| 6M | -37.9% | +47.6% | -85.6% | -45.1% |
| YTD | -27.3% | +116.0% | -143.3% | -43.6% |
| 1Y | -43.2% | +101.0% | -144.2% | -54.9% |
| 3Y | +191.0% | +199.0% | -8.0% | +103.2% |
| 5Y | +69.3% | +419.0% | -349.8% | +6.4% |
| All | +202.0% | +639.7% | -437.7% | +72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 VLO 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