+45.7%
IONQ vs VLO
+476.5%
-430.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.3% | -7.7% | -6.7% |
| 7D | -11.5% | +9.6% | -21.1% | -13.6% |
| 30D | -8.1% | -17.4% | +9.3% | -3.9% |
| 3M | -35.8% | +10.8% | -46.6% | -38.6% |
| 6M | -47.7% | +56.9% | -104.7% | -55.3% |
| YTD | -35.6% | +136.8% | -172.4% | -53.3% |
| 1Y | -36.4% | +120.7% | -157.1% | -52.6% |
| 3Y | +150.0% | +231.9% | -81.9% | +58.7% |
| All | +45.7% | +476.5% | -430.8% | -26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling