-13.3%
IONQ vs VICR
+263.7%
-277.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.9% | -0.9% | -4.0% |
| 7D | +1.3% | +1.3% | +0.1% | +0.9% |
| 30D | -10.3% | -11.9% | +1.6% | -6.4% |
| 3M | -32.7% | -35.1% | +2.4% | -23.1% |
| 6M | +6.3% | +8.1% | -1.8% | +4.9% |
| YTD | -15.0% | +67.8% | -82.8% | -19.9% |
| 1Y | -13.3% | +267.3% | -280.6% | -19.6% |
| All | -13.3% | +263.7% | -277.0% | -19.6% |
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