+265.9%
IONQ vs VSH
+69.2%
+196.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.4% | -3.2% | -1.9% |
| 7D | +0.8% | +4.1% | -3.2% | -2.2% |
| 30D | -1.0% | -4.2% | +3.1% | +2.4% |
| 3M | -39.8% | -50.0% | +10.2% | -4.1% |
| 6M | +6.4% | +80.2% | -73.7% | -39.3% |
| YTD | -11.9% | +121.1% | -133.0% | -58.5% |
| 1Y | -6.2% | +112.0% | -118.1% | -55.3% |
| 3Y | +125.7% | +22.5% | +103.2% | +74.2% |
| 5Y | +296.0% | +64.0% | +231.9% | +126.8% |
| All | +265.9% | +69.2% | +196.8% | +107.6% |
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