+111.6%
INDA vs VICR
+1,872.7%
-1,761.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.5% | -4.2% | -1.9% |
| 7D | -1.0% | +9.8% | -10.8% | -2.0% |
| 30D | -2.5% | -12.6% | +10.1% | -1.4% |
| 3M | +4.0% | -29.7% | +33.7% | +6.5% |
| 6M | -1.8% | +18.8% | -20.6% | -6.9% |
| YTD | -9.2% | +76.4% | -85.6% | -18.3% |
| 1Y | -7.2% | +282.4% | -289.5% | -24.6% |
| 3Y | +9.8% | +206.2% | -196.3% | -12.8% |
| 5Y | +7.5% | +53.9% | -46.4% | -12.1% |
| 10Y | +80.8% | +1,572.3% | -1,491.5% | -5.2% |
| All | +111.6% | +1,872.7% | -1,761.0% | -0.2% |
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