+194.9%
IONQ vs VLO
+221.8%
-27.0%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.7% | -6.4% | -3.6% |
| 7D | +15.3% | -0.4% | +15.7% | +15.5% |
| 30D | -6.1% | -16.6% | +10.5% | -2.4% |
| 3M | -21.6% | +12.3% | -33.9% | -25.7% |
| 6M | -40.1% | +47.8% | -88.0% | -48.5% |
| YTD | -24.1% | +126.7% | -150.8% | -47.7% |
| 1Y | -37.4% | +105.4% | -142.8% | -54.7% |
| All | +194.9% | +221.8% | -27.0% | +46.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling