+336.0%
IR vs VICR
+808.9%
-472.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | +0.3% |
| 7D | +2.5% | +8.3% | -5.8% | +1.1% |
| 30D | +9.2% | -35.2% | +44.3% | +15.8% |
| 3M | +0.9% | -29.8% | +30.8% | +4.4% |
| 6M | +19.2% | -48.6% | +67.8% | +26.6% |
| YTD | +7.5% | +45.1% | -37.6% | -8.0% |
| 1Y | +11.7% | +79.6% | -67.8% | -8.1% |
| 3Y | +23.9% | +335.4% | -311.5% | -20.2% |
| 5Y | +46.4% | -1.0% | +47.4% | +16.4% |
| All | +336.0% | +808.9% | -472.9% | +102.9% |
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 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