+1,428.5%
IBKR vs VICR
+1,796.4%
-367.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +11.2% | -9.0% | -0.2% |
| 7D | -1.3% | +5.0% | -6.3% | -2.5% |
| 30D | -0.2% | -12.5% | +12.2% | +2.1% |
| 3M | +3.0% | -33.6% | +36.6% | +9.6% |
| 6M | +33.9% | +10.7% | +23.2% | +23.3% |
| YTD | +42.5% | +80.6% | -38.1% | +16.5% |
| 1Y | +44.9% | +288.4% | -243.5% | -2.1% |
| 3Y | +293.0% | +213.8% | +79.2% | +157.6% |
| 5Y | +497.7% | +58.8% | +438.8% | +307.5% |
| 10Y | +1,004.4% | +1,671.8% | -667.4% | +240.3% |
| All | +1,428.5% | +1,796.4% | -367.9% | +208.2% |
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