+357.7%
IGV vs VICR
+1,679.8%
-1,322.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +11.2% | -10.8% | -1.5% |
| 7D | -2.9% | +5.0% | -7.9% | -3.8% |
| 30D | -1.5% | -12.5% | +11.0% | +0.1% |
| 3M | +11.7% | -33.6% | +45.3% | +16.8% |
| 6M | +18.4% | +10.7% | +7.8% | +9.2% |
| YTD | -3.9% | +80.6% | -84.5% | -20.6% |
| 1Y | -9.7% | +288.4% | -298.0% | -37.0% |
| 3Y | +38.4% | +213.8% | -175.4% | -6.3% |
| 5Y | +21.6% | +58.8% | -37.3% | -13.3% |
| All | +357.7% | +1,679.8% | -1,322.0% | +105.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling