+265.9%
IONQ vs VRT
+1,402.5%
-1,136.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.4% | -3.1% | -1.0% |
| 7D | +0.8% | +9.1% | -8.3% | -3.8% |
| 30D | -1.0% | +0.9% | -2.0% | -1.5% |
| 3M | -39.8% | -13.4% | -26.4% | -36.1% |
| 6M | +6.4% | +11.7% | -5.3% | -1.9% |
| YTD | -11.9% | +73.2% | -85.2% | -37.8% |
| 1Y | -6.2% | +123.4% | -129.6% | -42.5% |
| 3Y | +125.7% | +606.2% | -480.5% | -27.6% |
| 5Y | +296.0% | +899.9% | -603.9% | -15.7% |
| All | +265.9% | +1,402.5% | -1,136.6% | -25.6% |
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