+511.0%
IQV vs VICR
+3,209.5%
-2,698.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | +0.6% |
| 7D | -5.3% | -0.4% | -4.9% | -5.3% |
| 30D | +5.5% | -15.6% | +21.1% | +7.5% |
| 3M | +41.2% | -35.4% | +76.6% | +46.4% |
| 6M | +50.5% | +1.3% | +49.2% | +41.1% |
| YTD | +14.1% | +62.5% | -48.3% | -2.0% |
| 1Y | +39.9% | +255.5% | -215.5% | +3.9% |
| 3Y | +20.5% | +182.0% | -161.5% | -12.7% |
| 5Y | -1.2% | +42.9% | -44.1% | -25.9% |
| 10Y | +233.9% | +1,494.0% | -1,260.1% | +71.4% |
| All | +511.0% | +3,209.5% | -2,698.5% | +194.9% |
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