+48.1%
IJH vs VICR
+57.6%
-9.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +11.2% | -10.4% | -0.6% |
| 7D | -1.9% | +5.0% | -6.8% | -2.5% |
| 30D | -4.6% | -12.5% | +7.8% | -3.4% |
| 3M | -1.2% | -33.6% | +32.4% | +2.4% |
| 6M | +9.4% | +10.7% | -1.3% | +4.0% |
| YTD | +13.3% | +80.6% | -67.2% | +0.3% |
| 1Y | +13.4% | +288.4% | -275.0% | -10.7% |
| 3Y | +50.4% | +213.8% | -163.4% | +15.7% |
| All | +48.1% | +57.6% | -9.6% | +14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling