+215.4%
IONQ vs VICR
+82.5%
+132.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.0% | -6.6% | -4.4% |
| 7D | +15.3% | +5.7% | +9.6% | +12.9% |
| 30D | -6.1% | -35.2% | +29.1% | +11.0% |
| 3M | -21.6% | -20.3% | -1.3% | -17.3% |
| 6M | -40.1% | -46.3% | +6.2% | -27.7% |
| YTD | -24.1% | +53.4% | -77.5% | -44.3% |
| 1Y | -37.4% | +81.6% | -119.0% | -57.3% |
| 3Y | +219.5% | +360.5% | -141.0% | +24.2% |
| 5Y | +76.9% | +4.4% | +72.5% | +16.0% |
| All | +215.4% | +82.5% | +132.9% | +66.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling