+236.7%
INTU vs VICR
+978.3%
-741.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.4% | +3.9% | +0.8% |
| 7D | +0.1% | +8.3% | -8.2% | -1.0% |
| 30D | +10.1% | -35.2% | +45.2% | +14.4% |
| 3M | -4.2% | -29.8% | +25.6% | -2.9% |
| 6M | -7.2% | -48.6% | +41.3% | -5.0% |
| YTD | -47.7% | +45.1% | -92.8% | -57.4% |
| 1Y | -46.7% | +79.6% | -126.3% | -58.5% |
| 3Y | -34.1% | +335.4% | -369.5% | -61.1% |
| 5Y | -43.3% | -1.0% | -42.3% | -57.8% |
| All | +236.7% | +978.3% | -741.6% | +62.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling