+378.0%
IOVA vs VICR
+76.0%
+302.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -11.1% | +9.7% | +0.2% |
| 7D | -41.3% | -26.6% | -14.7% | -38.4% |
| 30D | -38.5% | -47.9% | +9.4% | -33.6% |
| 3M | +99.5% | -29.8% | +129.3% | +107.4% |
| 6M | +126.0% | -36.6% | +162.6% | +127.1% |
| YTD | +218.7% | +45.1% | +173.5% | +189.5% |
| 1Y | +378.0% | +80.0% | +298.0% | +357.5% |
| All | +378.0% | +76.0% | +302.1% | +357.5% |
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