+150.0%
IONQ vs VICR
+336.6%
-186.5%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.4% | -3.0% | -5.0% |
| 7D | -11.5% | +8.3% | -19.8% | -14.3% |
| 30D | -8.1% | -35.2% | +27.1% | +8.1% |
| 3M | -35.8% | -29.8% | -6.0% | -28.5% |
| 6M | -47.7% | -48.6% | +0.8% | -35.9% |
| YTD | -35.6% | +45.1% | -80.8% | -50.7% |
| 1Y | -36.4% | +79.6% | -115.9% | -55.4% |
| 3Y | +150.0% | +335.4% | -185.4% | -16.1% |
| All | +150.0% | +336.6% | -186.5% | -16.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling