+202.0%
IONQ vs VST
+609.7%
-407.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +10.6% | +12.9% | +17.5% |
| 7D | +8.6% | -9.8% | +18.4% | +15.0% |
| 30D | -21.1% | -25.1% | +4.1% | -7.4% |
| 3M | -17.9% | -11.6% | -6.3% | -12.7% |
| 6M | -37.9% | -20.9% | -17.0% | -30.3% |
| YTD | -27.3% | -22.3% | -5.0% | -19.8% |
| 1Y | -43.2% | -32.0% | -11.2% | -32.1% |
| 3Y | +191.0% | +262.4% | -71.4% | +74.1% |
| 5Y | +69.3% | +563.4% | -494.1% | -13.2% |
| All | +202.0% | +609.7% | -407.7% | +45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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