-15.8%
INFQ vs VICR
+26.8%
-42.6%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +11.2% | -9.9% | -3.5% |
| 7D | +2.1% | +5.0% | -2.9% | -0.2% |
| 30D | +6.1% | -12.5% | +18.6% | +11.7% |
| 3M | -7.1% | -33.6% | +26.5% | +5.3% |
| 6M | +14.8% | +10.7% | +4.1% | -8.4% |
| All | -15.8% | +26.8% | -42.6% | -36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling