+185.7%
IONQ vs VICR
+78.8%
+107.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -2.0% | -7.4% | -8.5% |
| 7D | +16.8% | +21.9% | -5.1% | +7.7% |
| 30D | -11.1% | -38.4% | +27.2% | +7.6% |
| 3M | -31.7% | -27.2% | -4.6% | -25.0% |
| 6M | -44.8% | -43.7% | -1.1% | -34.6% |
| YTD | -31.2% | +50.3% | -81.5% | -49.0% |
| 1Y | -39.1% | +74.6% | -113.7% | -57.7% |
| 3Y | +189.5% | +351.2% | -161.7% | +13.7% |
| 5Y | +53.2% | +2.5% | +50.7% | +1.3% |
| All | +185.7% | +78.8% | +107.0% | +52.5% |
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