+219.7%
IAU vs VICR
+1,679.8%
-1,460.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +11.2% | -10.6% | +0.3% |
| 7D | -2.0% | +5.0% | -7.0% | -2.1% |
| 30D | -1.5% | -12.5% | +10.9% | -1.3% |
| 3M | +3.3% | -33.6% | +36.9% | +3.9% |
| 6M | -16.2% | +10.7% | -26.9% | -16.8% |
| YTD | +0.7% | +80.6% | -79.9% | -0.8% |
| 1Y | +19.2% | +288.4% | -269.1% | +16.3% |
| 3Y | +124.4% | +213.8% | -89.4% | +117.9% |
| 5Y | +140.0% | +58.8% | +81.2% | +133.0% |
| All | +219.7% | +1,679.8% | -1,460.1% | +219.4% |
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