+4.8%
INDA vs VICR
+42.6%
-37.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -1.0% |
| 7D | -3.6% | -0.4% | -3.2% | -3.6% |
| 30D | -4.0% | -15.6% | +11.6% | -3.2% |
| 3M | +1.7% | -35.4% | +37.1% | +3.6% |
| 6M | -3.6% | +1.3% | -4.9% | -5.6% |
| YTD | -11.0% | +62.5% | -73.4% | -15.6% |
| 1Y | -9.5% | +255.5% | -265.0% | -18.7% |
| 3Y | +7.6% | +182.0% | -174.4% | -4.5% |
| 5Y | +4.8% | +42.9% | -38.1% | -4.9% |
| All | +4.8% | +42.6% | -37.8% | -4.9% |
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