-92.9%
IOVA vs VICR
+888.2%
-981.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.4% | +5.1% | +2.7% |
| 7D | -3.5% | +8.3% | -11.8% | -5.9% |
| 30D | -45.4% | -35.2% | -10.2% | -38.6% |
| 3M | +19.0% | -29.8% | +48.8% | +27.7% |
| 6M | +112.0% | -48.6% | +160.6% | +135.9% |
| YTD | +184.2% | +45.1% | +139.1% | +120.2% |
| 1Y | +222.0% | +79.6% | +142.4% | +133.9% |
| 3Y | +92.6% | +335.4% | -242.8% | -3.9% |
| 5Y | -63.2% | -1.0% | -62.1% | -75.1% |
| 10Y | +2.1% | +993.1% | -991.0% | -73.1% |
| All | -92.9% | +888.2% | -981.2% | -98.6% |
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 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