+224.0%
IONQ vs VLO
+648.8%
-424.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.6% |
| 7D | +16.7% | -9.5% | +26.2% | +19.4% |
| 30D | -12.3% | -19.1% | +6.9% | -8.4% |
| 3M | -17.7% | +11.4% | -29.1% | -21.0% |
| 6M | -28.9% | +46.7% | -75.7% | -36.9% |
| YTD | -22.0% | +118.6% | -140.6% | -39.7% |
| 1Y | -36.8% | +99.9% | -136.7% | -49.7% |
| 3Y | +228.2% | +210.5% | +17.8% | +127.5% |
| 5Y | +91.9% | +432.7% | -340.7% | +20.3% |
| All | +224.0% | +648.8% | -424.8% | +84.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling