+147.3%
IBM vs VICR
+978.3%
-831.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.4% | +4.4% | +1.3% |
| 7D | +1.6% | +8.3% | -6.7% | +0.9% |
| 30D | +9.2% | -35.2% | +44.4% | +12.2% |
| 3M | +4.9% | -29.8% | +34.8% | +6.4% |
| 6M | +16.8% | -48.6% | +65.3% | +19.6% |
| YTD | -14.3% | +45.1% | -59.4% | -22.1% |
| 1Y | -16.7% | +79.6% | -96.3% | -26.0% |
| 3Y | +82.2% | +335.4% | -253.2% | +41.5% |
| 5Y | +149.9% | -1.0% | +151.0% | +119.4% |
| All | +147.3% | +978.3% | -831.0% | +51.8% |
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 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