+1,124.6%
IJR vs VICR
+771.7%
+352.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -0.2% |
| 7D | -2.3% | -0.4% | -1.9% | -2.3% |
| 30D | -4.7% | -15.6% | +10.9% | -1.8% |
| 3M | +2.1% | -35.4% | +37.5% | +8.9% |
| 6M | +13.9% | +1.3% | +12.6% | +6.5% |
| YTD | +18.2% | +62.5% | -44.2% | -1.7% |
| 1Y | +21.8% | +255.5% | -233.6% | -16.5% |
| 3Y | +52.2% | +182.0% | -129.8% | +1.0% |
| 5Y | +40.1% | +42.9% | -2.8% | -3.2% |
| 10Y | +169.7% | +1,494.0% | -1,324.4% | -6.6% |
| All | +1,124.6% | +771.7% | +352.8% | +229.4% |
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