+241.1%
IONQ vs VICR
+93.3%
+147.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.2% | -0.2% | -2.0% |
| 7D | -5.6% | -0.4% | -5.2% | -5.4% |
| 30D | -15.2% | -15.6% | +0.4% | -9.0% |
| 3M | -34.9% | -35.4% | +0.4% | -23.1% |
| 6M | +4.9% | +1.3% | +3.6% | -1.8% |
| YTD | -17.9% | +62.5% | -80.4% | -38.7% |
| 1Y | -16.0% | +255.5% | -271.5% | -58.3% |
| 3Y | +90.5% | +182.0% | -91.5% | -5.2% |
| 5Y | +268.4% | +42.9% | +225.5% | +124.9% |
| All | +241.1% | +93.3% | +147.8% | +83.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling