+202.0%
IONQ vs VSH
+24.2%
+177.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +5.7% | +17.7% | +19.3% |
| 7D | +8.6% | -12.9% | +21.5% | +20.1% |
| 30D | -21.1% | -36.9% | +15.8% | +9.1% |
| 3M | -17.9% | -28.8% | +10.9% | +2.7% |
| 6M | -37.9% | -30.3% | -7.7% | -27.9% |
| YTD | -27.3% | +62.4% | -89.7% | -58.3% |
| 1Y | -43.2% | +62.5% | -105.7% | -67.5% |
| 3Y | +191.0% | +7.4% | +183.6% | +127.3% |
| 5Y | +69.3% | +25.4% | +43.8% | +15.9% |
| All | +202.0% | +24.2% | +177.8% | +108.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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