+265.9%
IONQ vs VST
+747.6%
-481.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.5% | -2.2% | -0.6% |
| 7D | +0.8% | +8.9% | -8.1% | -3.9% |
| 30D | -1.0% | +6.2% | -7.2% | -4.3% |
| 3M | -39.8% | -2.7% | -37.1% | -39.5% |
| 6M | +6.4% | -8.4% | +14.8% | +9.6% |
| YTD | -11.9% | -7.2% | -4.7% | -11.3% |
| 1Y | -6.2% | -20.9% | +14.7% | +3.7% |
| 3Y | +125.7% | +384.0% | -258.3% | +18.3% |
| 5Y | +296.0% | +757.1% | -461.1% | +83.8% |
| All | +265.9% | +747.6% | -481.7% | +60.4% |
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