+54.5%
IONS vs VICR
+46.6%
+7.9%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.9% | +3.7% | -0.8% |
| 7D | -8.7% | +1.3% | -9.9% | -8.8% |
| 30D | -1.6% | -11.9% | +10.3% | -0.8% |
| 3M | -24.9% | -35.1% | +10.3% | -23.2% |
| 6M | -25.7% | +8.1% | -33.8% | -28.6% |
| YTD | -29.2% | +67.8% | -97.0% | -35.0% |
| 1Y | -13.0% | +267.3% | -280.3% | -26.6% |
| 3Y | +35.9% | +191.2% | -155.3% | +13.1% |
| 5Y | +54.5% | +48.1% | +6.4% | +40.4% |
| All | +54.5% | +46.6% | +7.9% | +40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling