-92.1%
IOVA vs VICR
+1,101.2%
-1,193.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.6% | -1.7% |
| 7D | +5.1% | +9.8% | -4.8% | +2.3% |
| 30D | +37.2% | -12.6% | +49.8% | +41.1% |
| 3M | +117.5% | -29.7% | +147.2% | +129.6% |
| 6M | +69.6% | +18.8% | +50.7% | +45.9% |
| YTD | +218.7% | +76.4% | +142.3% | +138.4% |
| 1Y | +265.5% | +282.4% | -16.8% | +106.5% |
| 3Y | +46.2% | +206.2% | -160.0% | -18.0% |
| 5Y | -63.2% | +53.9% | -117.1% | -78.0% |
| 10Y | +6.1% | +1,572.3% | -1,566.2% | -75.0% |
| All | -92.1% | +1,101.2% | -1,193.2% | -98.5% |
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 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