+191.0%
IONQ vs VMC
+38.8%
+152.2%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -1.0% | +24.4% | +24.1% |
| 7D | +8.6% | +0.5% | +8.1% | +7.8% |
| 30D | -21.1% | +15.8% | -36.9% | -30.1% |
| 3M | -17.9% | +0.6% | -18.4% | -18.8% |
| 6M | -37.9% | -4.0% | -33.9% | -37.6% |
| YTD | -27.3% | -0.3% | -27.0% | -31.4% |
| 1Y | -43.2% | -0.5% | -42.7% | -46.4% |
| 3Y | +191.0% | +39.6% | +151.4% | +90.7% |
| All | +191.0% | +38.8% | +152.2% | +90.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 3y: compounded portfolio wealth divided by compounded VMC 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…
3y analysis · Full analysis span regression · 6 months rolling