+253.1%
IONQ vs VICR
+99.6%
+153.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.9% | -0.9% | -3.6% |
| 7D | +1.3% | +1.3% | +0.1% | +0.7% |
| 30D | -10.3% | -11.9% | +1.6% | -5.6% |
| 3M | -32.7% | -35.1% | +2.4% | -20.7% |
| 6M | +6.3% | +8.1% | -1.8% | -3.3% |
| YTD | -15.0% | +67.8% | -82.8% | -37.5% |
| 1Y | -13.3% | +267.3% | -280.6% | -57.6% |
| 3Y | +97.2% | +191.2% | -94.0% | -3.3% |
| 5Y | +278.7% | +48.1% | +230.7% | +127.6% |
| All | +253.1% | +99.6% | +153.5% | +87.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling