+85.4%
IONS vs VICR
+1,501.2%
-1,415.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | -0.3% |
| 7D | -4.3% | -0.4% | -3.9% | -4.3% |
| 30D | +0.4% | -15.6% | +16.0% | +2.2% |
| 3M | -24.1% | -35.4% | +11.3% | -21.4% |
| 6M | -26.4% | +1.3% | -27.7% | -29.9% |
| YTD | -29.7% | +62.5% | -92.1% | -37.7% |
| 1Y | -13.0% | +255.5% | -268.5% | -32.1% |
| 3Y | +35.0% | +182.0% | -147.0% | +3.1% |
| 5Y | +54.2% | +42.9% | +11.3% | +23.2% |
| All | +85.4% | +1,501.2% | -1,415.8% | -27.5% |
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