-97.7%
IRE vs VICR
+76.0%
-173.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | -11.1% | -12.1% | -12.5% |
| 7D | -46.8% | -26.6% | -20.3% | -25.6% |
| 30D | -75.5% | -47.9% | -27.6% | -51.8% |
| 3M | -79.4% | -29.8% | -49.7% | -70.2% |
| 6M | -91.3% | -36.6% | -54.6% | -87.0% |
| YTD | -90.8% | +45.1% | -136.0% | -97.1% |
| 1Y | -97.7% | +80.0% | -177.7% | -99.6% |
| All | -97.7% | +76.0% | -173.7% | -99.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling