+78.9%
IONQ vs VLTO
+54.1%
+24.8%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -0.4% | -10.1% | -10.3% |
| 7D | -16.7% | +12.0% | -28.7% | -22.0% |
| 30D | -38.9% | +20.8% | -59.8% | -45.5% |
| 3M | -33.8% | +20.1% | -53.9% | -40.8% |
| 6M | -44.9% | +32.6% | -77.6% | -55.5% |
| YTD | -41.1% | +17.3% | -58.4% | -46.7% |
| 1Y | -52.3% | +17.3% | -69.6% | -57.0% |
| 3Y | +128.2% | +66.9% | +61.3% | +48.3% |
| All | +78.9% | +54.1% | +24.8% | +20.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling