+370.2%
IP vs VICR
+9,351.2%
-8,981.0%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.7% | -7.9% | -0.5% |
| 7D | -5.1% | -23.1% | +18.1% | -1.6% |
| 30D | +8.5% | -48.1% | +56.6% | +18.1% |
| 3M | -13.8% | -32.8% | +19.0% | -10.9% |
| 6M | +5.7% | -47.6% | +53.3% | +10.4% |
| YTD | -9.1% | +34.0% | -43.1% | -20.1% |
| 1Y | -0.8% | +65.0% | -65.8% | -15.8% |
| 3Y | +14.8% | +277.1% | -262.3% | -19.7% |
| 5Y | -11.5% | -5.3% | -6.2% | -29.4% |
| 10Y | +27.9% | +1,075.0% | -1,047.1% | -37.6% |
| All | +370.2% | +9,351.2% | -8,981.0% | +40.8% |
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