+480.9%
IONS vs VICR
+2,444.6%
-1,963.7%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.5% | -5.5% | -1.1% |
| 7D | -4.8% | +0.4% | -5.3% | -5.0% |
| 30D | +7.2% | -13.9% | +21.1% | +9.7% |
| 3M | -22.7% | -38.4% | +15.7% | -17.7% |
| 6M | -26.9% | -7.2% | -19.7% | -30.5% |
| YTD | -26.6% | +72.0% | -98.6% | -38.9% |
| 1Y | -2.1% | +263.3% | -265.4% | -31.3% |
| 3Y | +43.4% | +173.3% | -129.8% | -2.1% |
| 5Y | +47.0% | +47.3% | -0.3% | +2.4% |
| 10Y | +97.2% | +1,495.2% | -1,398.0% | -28.2% |
| All | +480.9% | +2,444.6% | -1,963.7% | +92.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling