+179.3%
IJH vs VICR
+1,679.8%
-1,500.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +11.2% | -10.4% | -1.0% |
| 7D | -1.9% | +5.0% | -6.8% | -2.7% |
| 30D | -4.6% | -12.5% | +7.8% | -3.1% |
| 3M | -1.2% | -33.6% | +32.4% | +3.4% |
| 6M | +9.4% | +10.7% | -1.3% | +2.5% |
| YTD | +13.3% | +80.6% | -67.2% | -3.2% |
| 1Y | +13.4% | +288.4% | -275.0% | -16.6% |
| 3Y | +50.4% | +213.8% | -163.4% | +7.6% |
| 5Y | +49.0% | +58.8% | -9.9% | +11.3% |
| All | +179.3% | +1,679.8% | -1,500.5% | +27.7% |
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 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