+55.4%
IOT vs VICR
+64.5%
-9.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +11.2% | -11.3% | -2.1% |
| 7D | -4.5% | +5.0% | -9.5% | -5.4% |
| 30D | -2.4% | -12.5% | +10.0% | -0.7% |
| 3M | +19.0% | -33.6% | +52.6% | +24.1% |
| 6M | +19.6% | +10.7% | +9.0% | +7.0% |
| YTD | +8.3% | +80.6% | -72.3% | -16.5% |
| 1Y | -0.8% | +288.4% | -289.2% | -38.8% |
| 3Y | +24.4% | +213.8% | -189.4% | -25.9% |
| All | +55.4% | +64.5% | -9.1% | +12.7% |
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