+265.9%
IONQ vs VICR
+104.7%
+161.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.5% | -4.2% | -1.1% |
| 7D | +0.8% | +0.4% | +0.4% | +0.5% |
| 30D | -1.0% | -13.9% | +12.9% | +5.3% |
| 3M | -39.8% | -38.4% | -1.4% | -27.4% |
| 6M | +6.4% | -7.2% | +13.6% | +2.8% |
| YTD | -11.9% | +72.0% | -84.0% | -35.9% |
| 1Y | -6.2% | +263.3% | -269.4% | -53.8% |
| 3Y | +125.7% | +173.3% | -47.6% | +13.9% |
| 5Y | +296.0% | +47.3% | +248.7% | +138.0% |
| All | +265.9% | +104.7% | +161.2% | +91.6% |
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