+37.3%
IR vs VICR
+46.6%
-9.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.9% | +2.9% | -1.4% |
| 7D | -1.9% | +1.3% | -3.1% | -2.1% |
| 30D | -15.0% | -11.9% | -3.1% | -14.0% |
| 3M | -0.4% | -35.1% | +34.7% | +3.6% |
| 6M | -15.0% | +8.1% | -23.2% | -19.4% |
| YTD | -7.1% | +67.8% | -74.8% | -17.7% |
| 1Y | -7.5% | +267.3% | -274.8% | -27.7% |
| 3Y | +6.3% | +191.2% | -184.9% | -18.5% |
| 5Y | +37.3% | +48.1% | -10.7% | +7.9% |
| All | +37.3% | +46.6% | -9.3% | +7.9% |
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 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