+134.5%
IBM vs VICR
+1,501.2%
-1,366.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.2% | +0.7% | -2.2% |
| 7D | -0.3% | -0.4% | +0.1% | -0.3% |
| 30D | -1.8% | -15.6% | +13.7% | -0.8% |
| 3M | -13.5% | -35.4% | +21.9% | -11.6% |
| 6M | -5.1% | +1.3% | -6.4% | -8.7% |
| YTD | -19.4% | +62.5% | -81.8% | -26.6% |
| 1Y | -6.5% | +255.5% | -262.0% | -22.1% |
| 3Y | +73.8% | +182.0% | -108.2% | +42.7% |
| 5Y | +116.3% | +42.9% | +73.4% | +82.7% |
| All | +134.5% | +1,501.2% | -1,366.6% | +38.5% |
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