-13.3%
IBM vs VICR
+76.0%
-89.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -11.1% | +12.9% | +1.5% |
| 7D | +0.4% | -26.6% | +27.0% | -0.1% |
| 30D | +14.8% | -47.9% | +62.7% | +13.5% |
| 3M | +8.9% | -29.8% | +38.7% | +8.3% |
| 6M | +12.4% | -36.6% | +49.1% | +10.0% |
| YTD | -12.4% | +45.1% | -57.5% | -23.9% |
| 1Y | -13.3% | +80.0% | -93.3% | -28.8% |
| All | -13.3% | +76.0% | -89.2% | -28.8% |
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 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