+209.4%
IEFA vs VICR
+2,872.5%
-2,663.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.2% | -0.6% |
| 7D | -2.4% | -0.4% | -2.0% | -2.4% |
| 30D | -2.1% | -15.6% | +13.5% | -0.5% |
| 3M | +5.5% | -35.4% | +40.9% | +9.4% |
| 6M | +8.1% | +1.3% | +6.8% | +4.5% |
| YTD | +11.9% | +62.5% | -50.5% | +1.6% |
| 1Y | +18.1% | +255.5% | -237.4% | -3.4% |
| 3Y | +65.5% | +182.0% | -116.5% | +32.7% |
| 5Y | +50.1% | +42.9% | +7.1% | +23.3% |
| 10Y | +144.2% | +1,494.0% | -1,349.8% | +40.4% |
| All | +209.4% | +2,872.5% | -2,663.0% | +62.3% |
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