+227.2%
IONQ vs VSAT
+127.4%
+99.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +16.3% | -8.0% | +2.5% |
| 7D | +25.5% | +0.4% | +25.1% | +25.3% |
| 30D | -11.4% | +3.3% | -14.7% | -12.5% |
| 3M | -20.5% | -7.5% | -13.0% | -18.7% |
| 6M | -28.2% | +6.2% | -34.5% | -31.3% |
| YTD | -21.2% | +115.8% | -137.1% | -41.2% |
| 1Y | -40.4% | +107.7% | -148.1% | -54.7% |
| 3Y | +214.7% | +292.0% | -77.3% | +60.8% |
| 5Y | +56.9% | +35.3% | +21.6% | -1.8% |
| All | +227.2% | +127.4% | +99.8% | +104.2% |
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