+953.6%
IGV vs VICR
+1,213.0%
-259.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.5% | -4.4% | -2.4% |
| 7D | -3.3% | +9.8% | -13.2% | -5.3% |
| 30D | 0.0% | -12.6% | +12.6% | +2.1% |
| 3M | +7.3% | -29.7% | +37.0% | +12.1% |
| 6M | +16.7% | +18.8% | -2.1% | +4.6% |
| YTD | -2.8% | +76.4% | -79.2% | -21.7% |
| 1Y | -6.7% | +282.4% | -289.0% | -38.1% |
| 3Y | +41.1% | +206.2% | -165.1% | -9.6% |
| 5Y | +22.0% | +53.9% | -31.9% | -17.5% |
| 10Y | +357.9% | +1,572.3% | -1,214.4% | +55.2% |
| All | +953.6% | +1,213.0% | -259.4% | +145.4% |
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