+12.2%
IOT vs VICR
+272.1%
-259.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.5% | -1.7% | +4.0% |
| 7D | -2.3% | +0.4% | -2.8% | -2.3% |
| 30D | +3.8% | -13.9% | +17.7% | +3.1% |
| 3M | +14.2% | -38.4% | +52.6% | +12.7% |
| 6M | +40.1% | -7.2% | +47.3% | +38.0% |
| YTD | +13.4% | +72.0% | -58.6% | +3.6% |
| 1Y | +12.2% | +263.3% | -251.1% | -11.6% |
| All | +12.2% | +272.1% | -259.9% | -11.6% |
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