+150.0%
IONQ vs VTRS
+158.7%
-8.6%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.7% | -7.1% | -6.8% |
| 7D | -11.5% | +4.6% | -16.0% | -13.3% |
| 30D | -8.1% | +19.4% | -27.5% | -14.9% |
| 3M | -35.8% | +30.8% | -66.6% | -42.9% |
| 6M | -47.7% | +21.6% | -69.4% | -52.2% |
| YTD | -35.6% | +71.2% | -106.8% | -52.1% |
| 1Y | -36.4% | +97.6% | -134.0% | -56.8% |
| 3Y | +150.0% | +163.9% | -13.8% | -6.1% |
| All | +150.0% | +158.7% | -8.6% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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