+191.0%
IONQ vs VRT
+352.9%
-161.9%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +3.5% | +20.0% | +21.5% |
| 7D | +8.6% | -21.4% | +29.9% | +23.7% |
| 30D | -21.1% | -25.8% | +4.7% | -8.1% |
| 3M | -17.9% | -33.5% | +15.7% | +0.9% |
| 6M | -37.9% | -49.0% | +11.1% | -12.5% |
| YTD | -27.3% | +12.9% | -40.2% | -38.4% |
| 1Y | -43.2% | 0.0% | -43.2% | -48.2% |
| 3Y | +191.0% | +361.8% | -170.8% | +3.4% |
| All | +191.0% | +352.9% | -161.9% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VRT.
Daily Out/Under-Performance
Portfolio return minus VRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRT 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 VRT 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