+4.1%
IOVA vs VICR
+1,679.8%
-1,675.7%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +11.2% | -5.5% | +2.6% |
| 7D | -2.2% | +5.0% | -7.1% | -3.5% |
| 30D | +27.6% | -12.5% | +40.1% | +31.1% |
| 3M | +117.2% | -33.6% | +150.8% | +132.6% |
| 6M | +77.7% | +10.7% | +67.0% | +56.5% |
| YTD | +215.0% | +80.6% | +134.4% | +135.0% |
| 1Y | +255.4% | +288.4% | -33.0% | +101.4% |
| 3Y | +42.6% | +213.8% | -171.2% | -20.3% |
| 5Y | -62.2% | +58.8% | -121.1% | -77.4% |
| All | +4.1% | +1,679.8% | -1,675.7% | -77.3% |
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