-64.9%
IOVA vs VICR
+46.6%
-111.5%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.9% | +1.8% | -2.0% |
| 7D | -2.2% | +1.3% | -3.5% | -2.5% |
| 30D | +31.7% | -11.9% | +43.7% | +34.5% |
| 3M | +117.3% | -35.1% | +152.4% | +131.2% |
| 6M | +55.8% | +8.1% | +47.7% | +39.3% |
| YTD | +208.8% | +67.8% | +141.0% | +142.2% |
| 1Y | +255.7% | +267.3% | -11.6% | +117.4% |
| 3Y | +41.7% | +191.2% | -149.5% | -15.4% |
| 5Y | -64.9% | +48.1% | -113.0% | -78.6% |
| All | -64.9% | +46.6% | -111.5% | -78.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling