-2.1%
IGV vs VICR
+272.1%
-274.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.5% | -7.7% | -2.3% |
| 7D | -4.5% | +0.4% | -4.9% | -4.5% |
| 30D | +3.2% | -13.9% | +17.2% | +3.5% |
| 3M | +4.5% | -38.4% | +42.9% | +5.3% |
| 6M | +22.1% | -7.2% | +29.3% | +19.3% |
| YTD | -1.0% | +72.0% | -73.1% | -7.1% |
| 1Y | -2.1% | +263.3% | -265.4% | -12.3% |
| All | -2.1% | +272.1% | -274.2% | -12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling