+173.5%
IONQ vs VST
+584.1%
-410.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -13.8% | +12.3% | +6.0% |
| 7D | -8.9% | -15.7% | +6.8% | -0.6% |
| 30D | -31.3% | -17.0% | -14.3% | -24.7% |
| 3M | -29.2% | -15.9% | -13.3% | -23.3% |
| 6M | -35.4% | -25.0% | -10.4% | -26.0% |
| YTD | -34.2% | -25.1% | -9.1% | -26.4% |
| 1Y | -44.7% | -34.9% | -9.8% | -32.8% |
| 3Y | +155.1% | +252.7% | -97.6% | +54.0% |
| 5Y | +79.8% | +582.3% | -502.5% | -7.0% |
| All | +173.5% | +584.1% | -410.5% | +33.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling