+139.3%
IONQ vs VLTO
+56.1%
+83.1%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.8% | +7.5% | +7.9% |
| 7D | +25.5% | +2.0% | +23.4% | +24.3% |
| 30D | -11.4% | +21.8% | -33.2% | -21.2% |
| 3M | -20.5% | +20.2% | -40.7% | -28.8% |
| 6M | -28.2% | +36.3% | -64.6% | -42.8% |
| YTD | -21.2% | +18.8% | -40.1% | -29.1% |
| 1Y | -40.4% | +20.4% | -60.8% | -47.2% |
| 3Y | +214.7% | +71.9% | +142.8% | +100.6% |
| All | +139.3% | +56.1% | +83.1% | +60.3% |
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