+2.4%
IQV vs VICR
+57.6%
-55.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +11.2% | -9.4% | +0.6% |
| 7D | -2.2% | +5.0% | -7.2% | -2.8% |
| 30D | +8.3% | -12.5% | +20.8% | +9.4% |
| 3M | +44.6% | -33.6% | +78.2% | +48.4% |
| 6M | +52.6% | +10.7% | +41.9% | +42.4% |
| YTD | +16.1% | +80.6% | -64.4% | +0.1% |
| 1Y | +37.3% | +288.4% | -251.1% | +4.2% |
| 3Y | +21.6% | +213.8% | -192.2% | -10.3% |
| All | +2.4% | +57.6% | -55.2% | -25.2% |
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