+202.0%
IONQ vs VZ
+11.5%
+190.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.9% | +24.4% | +23.2% |
| 7D | +8.6% | +2.1% | +6.4% | +9.1% |
| 30D | -21.1% | +1.4% | -22.5% | -20.5% |
| 3M | -17.9% | -1.3% | -16.6% | -17.6% |
| 6M | -37.9% | -0.5% | -37.4% | -37.4% |
| YTD | -27.3% | +19.6% | -46.9% | -25.0% |
| 1Y | -43.2% | +22.4% | -65.6% | -41.3% |
| 3Y | +191.0% | +55.9% | +135.1% | +184.2% |
| 5Y | +69.3% | +20.4% | +48.9% | +64.3% |
| All | +202.0% | +11.5% | +190.5% | +200.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VZ.
Daily Out/Under-Performance
Portfolio return minus VZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VZ 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 VZ 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