-5.1%
INDA vs VICR
+272.1%
-277.2%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.5% | -5.5% | -0.3% |
| 7D | +0.7% | +0.4% | +0.3% | +0.7% |
| 30D | -0.8% | -13.9% | +13.1% | -0.3% |
| 3M | +3.9% | -38.4% | +42.3% | +5.6% |
| 6M | -0.7% | -7.2% | +6.5% | -3.3% |
| YTD | -7.7% | +72.0% | -79.7% | -12.3% |
| 1Y | -5.1% | +263.3% | -268.4% | -12.0% |
| All | -5.1% | +272.1% | -277.2% | -12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling