+40.5%
IBB vs VICR
-1.1%
+41.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | -0.1% |
| 7D | -0.5% | +8.3% | -8.8% | -1.3% |
| 30D | +4.6% | -35.2% | +39.7% | +8.1% |
| 3M | +6.8% | -29.8% | +36.6% | +8.7% |
| 6M | +23.1% | -48.6% | +71.7% | +27.2% |
| YTD | +26.0% | +45.1% | -19.1% | +14.5% |
| 1Y | +30.4% | +79.6% | -49.2% | +15.7% |
| 3Y | +85.4% | +335.4% | -250.0% | +41.0% |
| All | +40.5% | -1.1% | +41.6% | +32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling