+144.7%
IONQ vs VRT
+846.8%
-702.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -14.0% | +3.5% | -3.2% |
| 7D | -16.7% | -28.1% | +11.5% | -1.4% |
| 30D | -38.9% | -30.2% | -8.8% | -27.3% |
| 3M | -33.8% | -36.4% | +2.6% | -17.9% |
| 6M | -44.9% | -48.2% | +3.2% | -24.6% |
| YTD | -41.1% | +9.2% | -50.3% | -48.1% |
| 1Y | -52.3% | -7.2% | -45.1% | -54.1% |
| 3Y | +128.2% | +338.7% | -210.5% | -7.3% |
| 5Y | +37.2% | +542.8% | -505.7% | -62.8% |
| All | +144.7% | +846.8% | -702.1% | -38.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling