+241.1%
IONQ vs VRSK
-12.1%
+253.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.2% | -3.1% |
| 7D | -5.6% | -7.7% | +2.1% | -3.5% |
| 30D | -15.2% | -2.8% | -12.4% | -14.8% |
| 3M | -34.9% | -3.7% | -31.2% | -35.6% |
| 6M | +4.9% | -12.8% | +17.7% | +7.5% |
| YTD | -17.9% | -21.0% | +3.1% | -12.1% |
| 1Y | -16.0% | -32.5% | +16.5% | -3.4% |
| 3Y | +90.5% | -26.5% | +117.0% | +92.9% |
| 5Y | +268.4% | -11.5% | +279.9% | +211.3% |
| All | +241.1% | -12.1% | +253.2% | +197.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 10y: compounded portfolio wealth divided by compounded VRSK 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…
10y analysis · Full analysis span regression · 6 months rolling