+256.2%
IONQ vs VSXY
+106.4%
+149.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +5.1% | +3.3% | +6.9% |
| 7D | +25.5% | +15.2% | +10.3% | +20.8% |
| 30D | -11.4% | +37.0% | -48.4% | -18.9% |
| 3M | -20.5% | +15.2% | -35.7% | -24.5% |
| 6M | -28.2% | +136.3% | -164.5% | -46.7% |
| YTD | -21.2% | +109.6% | -130.8% | -39.9% |
| 1Y | -40.4% | +223.7% | -264.1% | -60.7% |
| 3Y | +214.7% | +516.3% | -301.6% | +57.3% |
| 5Y | +56.9% | +125.1% | -68.3% | +5.4% |
| All | +256.2% | +106.4% | +149.9% | +137.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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