+298.4%
IONQ vs VSXY
+37.4%
+261.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | +0.6% |
| 7D | +0.8% | -14.0% | +14.8% | +4.6% |
| 30D | -1.0% | -15.9% | +14.9% | +3.0% |
| 3M | -39.8% | +3.4% | -43.2% | -41.4% |
| 6M | +6.4% | +25.9% | -19.5% | -5.6% |
| YTD | -11.9% | +39.5% | -51.4% | -24.4% |
| 1Y | -6.2% | +194.4% | -200.5% | -37.4% |
| 3Y | +125.7% | +281.4% | -155.7% | +28.0% |
| 5Y | +296.0% | +12.8% | +283.2% | +198.0% |
| All | +298.4% | +37.4% | +261.0% | +198.0% |
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