-52.3%
IONQ vs VST
-39.0%
-13.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -6.2% | -4.4% | -7.3% |
| 7D | -16.7% | -19.9% | +3.2% | -6.8% |
| 30D | -38.9% | -29.7% | -9.3% | -26.9% |
| 3M | -33.8% | -19.6% | -14.2% | -26.5% |
| 6M | -44.9% | -29.4% | -15.5% | -35.5% |
| YTD | -41.1% | -29.7% | -11.4% | -34.2% |
| 1Y | -52.3% | -40.0% | -12.3% | -33.9% |
| All | -52.3% | -39.0% | -13.3% | -33.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling