+129.0%
IEF vs VICR
+3,085.4%
-2,956.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.9% | +4.6% | -0.4% |
| 7D | -0.3% | +1.3% | -1.6% | -0.3% |
| 30D | -0.6% | -11.9% | +11.4% | -0.7% |
| 3M | -1.0% | -35.1% | +34.1% | -1.5% |
| 6M | -3.1% | +8.1% | -11.2% | -2.5% |
| YTD | -1.9% | +67.8% | -69.6% | -0.5% |
| 1Y | -1.4% | +267.3% | -268.7% | +1.6% |
| 3Y | +9.8% | +191.2% | -181.4% | +13.3% |
| 5Y | -8.8% | +48.1% | -56.9% | -6.4% |
| 10Y | +4.7% | +1,546.1% | -1,541.4% | +17.0% |
| All | +129.0% | +3,085.4% | -2,956.4% | +176.4% |
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