+273.7%
IR vs VICR
+1,030.9%
-757.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +11.2% | -11.4% | -2.1% |
| 7D | -4.5% | +5.0% | -9.5% | -5.4% |
| 30D | -13.9% | -12.5% | -1.5% | -12.5% |
| 3M | -0.3% | -33.6% | +33.3% | +4.4% |
| 6M | -14.3% | +10.7% | -25.0% | -20.2% |
| YTD | -7.9% | +80.6% | -88.4% | -22.4% |
| 1Y | -9.9% | +288.4% | -298.3% | -35.3% |
| 3Y | +6.5% | +213.8% | -207.3% | -25.7% |
| 5Y | +34.0% | +58.8% | -24.8% | -1.8% |
| All | +273.7% | +1,030.9% | -757.2% | +71.1% |
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