+2,317.4%
IBM vs VICR
+10,134.2%
-7,816.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.4% | +4.4% | +1.4% |
| 7D | +1.6% | +8.3% | -6.7% | +0.6% |
| 30D | +9.2% | -35.2% | +44.4% | +13.5% |
| 3M | +4.9% | -29.8% | +34.8% | +7.1% |
| 6M | +16.8% | -48.6% | +65.3% | +20.8% |
| YTD | -14.3% | +45.1% | -59.4% | -23.4% |
| 1Y | -16.7% | +79.6% | -96.3% | -27.5% |
| 3Y | +82.2% | +335.4% | -253.2% | +35.0% |
| 5Y | +149.9% | -1.0% | +151.0% | +107.4% |
| 10Y | +142.6% | +993.1% | -850.6% | +37.2% |
| All | +2,317.4% | +10,134.2% | -7,816.9% | +712.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling