+541.7%
IBB vs VICR
+720.6%
-178.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.5% | -6.4% | -1.9% |
| 7D | +1.4% | +0.4% | +1.0% | +1.2% |
| 30D | +10.5% | -13.9% | +24.4% | +12.9% |
| 3M | +23.6% | -38.4% | +62.0% | +31.6% |
| 6M | +22.6% | -7.2% | +29.8% | +17.1% |
| YTD | +25.7% | +72.0% | -46.4% | +5.6% |
| 1Y | +51.4% | +263.3% | -211.9% | +7.9% |
| 3Y | +64.4% | +173.3% | -108.9% | +14.3% |
| 5Y | +22.1% | +47.3% | -25.2% | -13.0% |
| 10Y | +132.5% | +1,495.2% | -1,362.7% | -12.6% |
| All | +541.7% | +720.6% | -178.9% | +83.3% |
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