+87.2%
IONQ vs VRSK
-26.6%
+113.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.2% | -3.6% |
| 7D | -5.6% | -7.7% | +2.1% | -6.8% |
| 30D | -15.2% | -2.8% | -12.4% | -15.5% |
| 3M | -34.9% | -3.7% | -31.2% | -35.3% |
| 6M | +4.9% | -12.8% | +17.7% | +4.9% |
| YTD | -17.9% | -21.0% | +3.1% | -18.5% |
| 1Y | -16.0% | -32.5% | +16.5% | -16.1% |
| All | +87.2% | -26.6% | +113.8% | +78.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling