-2.5%
IBM vs VICR
+272.1%
-274.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.5% | -5.4% | +0.2% |
| 7D | -0.3% | +0.4% | -0.7% | -0.3% |
| 30D | +0.3% | -13.9% | +14.2% | 0.0% |
| 3M | -21.6% | -38.4% | +16.8% | -22.0% |
| 6M | -4.7% | -7.2% | +2.5% | -7.6% |
| YTD | -19.1% | +72.0% | -91.1% | -24.1% |
| 1Y | -2.5% | +263.3% | -265.8% | -9.0% |
| All | -2.5% | +272.1% | -274.6% | -9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling