-13.0%
IONS vs VICR
+253.2%
-266.3%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | -0.5% |
| 7D | -4.3% | -0.4% | -3.9% | -4.3% |
| 30D | +0.4% | -15.6% | +16.0% | +0.9% |
| 3M | -24.1% | -35.4% | +11.3% | -23.7% |
| 6M | -26.4% | +1.3% | -27.7% | -29.0% |
| YTD | -29.7% | +62.5% | -92.1% | -32.1% |
| 1Y | -13.0% | +255.5% | -268.5% | -14.4% |
| All | -13.0% | +253.2% | -266.3% | -14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling