+2.8%
IOVA vs VICR
+978.3%
-975.5%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.4% | +5.1% | +2.6% |
| 7D | -3.5% | +8.3% | -11.8% | -5.8% |
| 30D | -45.4% | -35.2% | -10.2% | -38.9% |
| 3M | +19.0% | -29.8% | +48.8% | +27.4% |
| 6M | +112.0% | -48.6% | +160.6% | +134.9% |
| YTD | +184.2% | +45.1% | +139.1% | +121.2% |
| 1Y | +222.0% | +79.6% | +142.4% | +135.2% |
| 3Y | +92.6% | +335.4% | -242.8% | -2.8% |
| 5Y | -63.2% | -1.0% | -62.1% | -74.7% |
| All | +2.8% | +978.3% | -975.5% | -73.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling