+990.2%
IBKR vs VICR
+1,679.8%
-689.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +11.2% | -9.0% | +0.3% |
| 7D | -1.3% | +5.0% | -6.3% | -2.3% |
| 30D | -0.2% | -12.5% | +12.2% | +1.6% |
| 3M | +3.0% | -33.6% | +36.6% | +8.2% |
| 6M | +33.9% | +10.7% | +23.2% | +25.6% |
| YTD | +42.5% | +80.6% | -38.1% | +22.0% |
| 1Y | +44.9% | +288.4% | -243.5% | +7.3% |
| 3Y | +293.0% | +213.8% | +79.2% | +186.2% |
| 5Y | +497.7% | +58.8% | +438.8% | +353.9% |
| All | +990.2% | +1,679.8% | -689.6% | +374.3% |
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 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