+543.4%
IBB vs VICR
+592.2%
-48.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | +0.2% |
| 7D | -0.5% | +8.3% | -8.8% | -2.0% |
| 30D | +4.6% | -35.2% | +39.7% | +11.5% |
| 3M | +6.8% | -29.8% | +36.6% | +10.5% |
| 6M | +23.1% | -48.6% | +71.7% | +30.9% |
| YTD | +26.0% | +45.1% | -19.1% | +6.5% |
| 1Y | +30.4% | +79.6% | -49.2% | +5.5% |
| 3Y | +85.4% | +335.4% | -250.0% | +15.2% |
| 5Y | +39.7% | -1.0% | +40.8% | +5.4% |
| 10Y | +127.1% | +993.1% | -866.1% | -10.0% |
| All | +543.4% | +592.2% | -48.7% | +84.8% |
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