+82.2%
IBM vs VICR
+336.6%
-254.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.4% | +4.4% | +1.1% |
| 7D | +1.6% | +8.3% | -6.7% | +1.3% |
| 30D | +9.2% | -35.2% | +44.4% | +10.2% |
| 3M | +4.9% | -29.8% | +34.8% | +5.4% |
| 6M | +16.8% | -48.6% | +65.3% | +17.8% |
| YTD | -14.3% | +45.1% | -59.4% | -20.7% |
| 1Y | -16.7% | +79.6% | -96.3% | -24.2% |
| 3Y | +82.2% | +335.4% | -253.2% | +53.2% |
| All | +82.2% | +336.6% | -254.4% | +53.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling