+150.0%
IONQ vs VTR
+130.0%
+20.0%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.8% | -5.6% | -6.3% |
| 7D | -11.5% | +0.2% | -11.7% | -11.5% |
| 30D | -8.1% | +5.5% | -13.6% | -9.0% |
| 3M | -35.8% | -0.9% | -34.9% | -35.6% |
| 6M | -47.7% | -0.4% | -47.3% | -47.9% |
| YTD | -35.6% | +17.0% | -52.7% | -41.2% |
| 1Y | -36.4% | +18.0% | -54.3% | -42.1% |
| 3Y | +150.0% | +127.4% | +22.7% | +6.7% |
| All | +150.0% | +130.0% | +20.0% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 3y: compounded portfolio wealth divided by compounded VTR 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…
3y analysis · Full analysis span regression · 6 months rolling