+144.7%
IONQ vs VO
+66.6%
+78.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -3.5% | -7.0% | -1.6% |
| 7D | -16.7% | -3.3% | -13.3% | -8.8% |
| 30D | -38.9% | -1.8% | -37.1% | -35.4% |
| 3M | -33.8% | -3.4% | -30.4% | -26.7% |
| 6M | -44.9% | +3.0% | -47.9% | -47.0% |
| YTD | -41.1% | +10.7% | -51.8% | -51.4% |
| 1Y | -52.3% | +11.8% | -64.1% | -61.4% |
| 3Y | +128.2% | +60.4% | +67.9% | -10.0% |
| 5Y | +37.2% | +33.6% | +3.6% | -8.7% |
| All | +144.7% | +66.6% | +78.1% | +28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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