+265.9%
IONQ vs VRSK
-7.1%
+273.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +2.0% |
| 7D | +0.8% | -3.1% | +3.9% | +1.7% |
| 30D | -1.0% | -1.6% | +0.5% | -0.7% |
| 3M | -39.8% | +3.5% | -43.3% | -41.8% |
| 6M | +6.4% | -13.4% | +19.8% | +10.7% |
| YTD | -11.9% | -16.5% | +4.6% | -7.1% |
| 1Y | -6.2% | -30.6% | +24.4% | +8.0% |
| 3Y | +125.7% | -21.9% | +147.6% | +123.7% |
| 5Y | +296.0% | -6.3% | +302.3% | +230.1% |
| All | +265.9% | -7.1% | +273.0% | +214.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling