-44.7%
IONQ vs VICR
+76.0%
-120.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -11.1% | +9.6% | +3.0% |
| 7D | -8.9% | -26.6% | +17.7% | +2.9% |
| 30D | -31.3% | -47.9% | +16.7% | -11.8% |
| 3M | -29.2% | -29.8% | +0.6% | -21.7% |
| 6M | -35.4% | -36.6% | +1.2% | -28.0% |
| YTD | -34.2% | +45.1% | -79.3% | -51.1% |
| 1Y | -44.7% | +80.0% | -124.7% | -62.4% |
| All | -44.7% | +76.0% | -120.6% | -62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 1y: compounded portfolio wealth divided by compounded VICR 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…
1y analysis · Full analysis span regression · 6 months rolling