+24.2%
IR vs VICR
+352.1%
-327.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.5% |
| 7D | +4.2% | +21.9% | -17.7% | +1.7% |
| 30D | +8.1% | -38.4% | +46.4% | +13.5% |
| 3M | +0.7% | -27.2% | +27.8% | +2.8% |
| 6M | +16.6% | -43.7% | +60.3% | +20.5% |
| YTD | +7.8% | +50.3% | -42.5% | -5.8% |
| 1Y | +9.9% | +74.6% | -64.7% | -6.1% |
| All | +24.2% | +352.1% | -327.8% | -13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling