+120.9%
IONQ vs VLTO
+54.8%
+66.0%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +0.5% | +23.0% | +23.2% |
| 7D | +8.6% | +5.4% | +3.2% | +5.6% |
| 30D | -21.1% | +22.3% | -43.4% | -30.1% |
| 3M | -17.9% | +19.6% | -37.5% | -26.3% |
| 6M | -37.9% | +35.2% | -73.1% | -50.5% |
| YTD | -27.3% | +17.9% | -45.2% | -34.3% |
| 1Y | -43.2% | +19.5% | -62.7% | -49.6% |
| 3Y | +191.0% | +73.9% | +117.1% | +83.1% |
| All | +120.9% | +54.8% | +66.0% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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