+38.0%
IGV vs VICR
+178.2%
-140.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.5% | -0.3% |
| 7D | -5.4% | -0.4% | -5.0% | -5.4% |
| 30D | -2.6% | -15.6% | +13.0% | -1.4% |
| 3M | +10.5% | -35.4% | +45.9% | +13.5% |
| 6M | +18.2% | +1.3% | +16.9% | +12.6% |
| YTD | -4.2% | +62.5% | -66.7% | -15.5% |
| 1Y | -9.8% | +255.5% | -265.3% | -30.3% |
| All | +38.0% | +178.2% | -140.2% | +7.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling