+53.2%
IONQ vs VLO
+471.6%
-418.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +3.1% | -12.5% | -10.2% |
| 7D | +16.8% | +6.8% | +10.0% | +14.6% |
| 30D | -11.1% | -17.9% | +6.7% | -7.0% |
| 3M | -31.7% | +13.5% | -45.3% | -35.2% |
| 6M | -44.8% | +53.0% | -97.8% | -52.4% |
| YTD | -31.2% | +133.7% | -165.0% | -49.9% |
| 1Y | -39.1% | +115.7% | -154.8% | -54.3% |
| 3Y | +189.5% | +231.9% | -42.4% | +83.9% |
| 5Y | +53.2% | +471.6% | -418.4% | -23.0% |
| All | +53.2% | +471.6% | -418.4% | -23.0% |
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