+117.6%
IBB vs VICR
+1,679.8%
-1,562.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +11.2% | -11.0% | -1.3% |
| 7D | -4.2% | +5.0% | -9.2% | -5.0% |
| 30D | +1.1% | -12.5% | +13.6% | +2.4% |
| 3M | +19.0% | -33.6% | +52.6% | +23.4% |
| 6M | +18.9% | +10.7% | +8.2% | +11.9% |
| YTD | +20.3% | +80.6% | -60.2% | +4.5% |
| 1Y | +41.5% | +288.4% | -246.9% | +7.9% |
| 3Y | +60.3% | +213.8% | -153.5% | +18.7% |
| 5Y | +18.7% | +58.8% | -40.1% | -8.3% |
| All | +117.6% | +1,679.8% | -1,562.2% | -4.1% |
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 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