+202.0%
IONQ vs VMC
+98.6%
+103.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -1.0% | +24.4% | +24.3% |
| 7D | +8.6% | +0.5% | +8.1% | +7.6% |
| 30D | -21.1% | +15.8% | -36.9% | -31.7% |
| 3M | -17.9% | +0.6% | -18.4% | -19.2% |
| 6M | -37.9% | -4.0% | -33.9% | -37.9% |
| YTD | -27.3% | -0.3% | -27.0% | -31.5% |
| 1Y | -43.2% | -0.5% | -42.7% | -46.5% |
| 3Y | +191.0% | +39.6% | +151.4% | +90.8% |
| 5Y | +69.3% | +50.1% | +19.2% | +3.2% |
| All | +202.0% | +98.6% | +103.4% | +73.0% |
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