+224.0%
IONQ vs VSAT
+128.9%
+95.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.6% | -1.2% |
| 7D | +16.7% | -0.5% | +17.2% | +16.9% |
| 30D | -12.3% | +4.0% | -16.2% | -13.6% |
| 3M | -17.7% | -11.8% | -6.0% | -14.4% |
| 6M | -28.9% | +6.9% | -35.9% | -32.1% |
| YTD | -22.0% | +117.2% | -139.3% | -41.9% |
| 1Y | -36.8% | +102.4% | -139.2% | -51.6% |
| 3Y | +228.2% | +295.5% | -67.2% | +67.2% |
| 5Y | +91.9% | +37.0% | +54.9% | +19.9% |
| All | +224.0% | +128.9% | +95.1% | +101.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 10y: compounded portfolio wealth divided by compounded VSAT 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…
10y analysis · Full analysis span regression · 6 months rolling