+215.4%
IONQ vs VSAT
+129.7%
+85.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.0% | -2.8% |
| 7D | +15.3% | +12.5% | +2.8% | +10.9% |
| 30D | -6.1% | +11.0% | -17.1% | -9.7% |
| 3M | -21.6% | -11.1% | -10.5% | -18.6% |
| 6M | -40.1% | +2.8% | -42.9% | -42.1% |
| YTD | -24.1% | +118.0% | -142.1% | -43.5% |
| 1Y | -37.4% | +97.1% | -134.5% | -51.7% |
| 3Y | +219.5% | +296.8% | -77.3% | +62.5% |
| 5Y | +76.9% | +38.7% | +38.3% | +10.5% |
| All | +215.4% | +129.7% | +85.6% | +96.1% |
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