+135.8%
IONQ vs VRT
+337.7%
-202.0%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -14.0% | +3.5% | -2.8% |
| 7D | -16.7% | -28.1% | +11.5% | -0.5% |
| 30D | -38.9% | -30.2% | -8.8% | -26.6% |
| 3M | -33.8% | -36.4% | +2.6% | -16.9% |
| 6M | -44.9% | -48.2% | +3.2% | -23.3% |
| YTD | -41.1% | +9.2% | -50.3% | -49.3% |
| 1Y | -52.3% | -7.2% | -45.1% | -54.8% |
| All | +135.8% | +337.7% | -202.0% | -14.9% |
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