+144.7%
IONQ vs VST
+542.0%
-397.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -6.2% | -4.4% | -7.2% |
| 7D | -16.7% | -19.9% | +3.2% | -6.3% |
| 30D | -38.9% | -29.7% | -9.3% | -26.4% |
| 3M | -33.8% | -19.6% | -14.2% | -26.3% |
| 6M | -44.9% | -29.4% | -15.5% | -34.6% |
| YTD | -41.1% | -29.7% | -11.4% | -31.7% |
| 1Y | -52.3% | -40.0% | -12.3% | -39.3% |
| 3Y | +128.2% | +231.0% | -102.7% | +42.9% |
| 5Y | +37.2% | +500.1% | -462.9% | -26.2% |
| All | +144.7% | +542.0% | -397.2% | +23.5% |
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