+265.9%
IONQ vs VMC
+84.5%
+181.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +0.4% |
| 7D | +0.8% | -4.3% | +5.1% | +4.9% |
| 30D | -1.0% | -8.2% | +7.2% | +7.1% |
| 3M | -39.8% | -7.0% | -32.8% | -37.7% |
| 6M | +6.4% | -10.8% | +17.2% | +14.2% |
| YTD | -11.9% | -7.4% | -4.5% | -10.3% |
| 1Y | -6.2% | -9.5% | +3.3% | -3.4% |
| 3Y | +125.7% | +20.5% | +105.2% | +72.7% |
| 5Y | +296.0% | +51.6% | +244.4% | +156.5% |
| All | +265.9% | +84.5% | +181.4% | +126.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling