+21.2%
IP vs VICR
+1,568.0%
-1,546.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.5% | -4.5% | -2.4% |
| 7D | +0.1% | +9.8% | -9.8% | -1.2% |
| 30D | -11.2% | -12.6% | +1.4% | -10.0% |
| 3M | +12.3% | -29.7% | +42.0% | +15.6% |
| 6M | -5.2% | +18.8% | -24.1% | -11.9% |
| YTD | -4.0% | +76.4% | -80.3% | -17.0% |
| 1Y | -19.2% | +282.4% | -301.6% | -39.1% |
| 3Y | +20.3% | +206.2% | -185.8% | -11.2% |
| 5Y | -17.5% | +53.9% | -71.4% | -36.7% |
| 10Y | +21.2% | +1,572.3% | -1,551.2% | -45.7% |
| All | +21.2% | +1,568.0% | -1,546.8% | -45.7% |
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