-97.8%
IRE vs VICR
+77.4%
-175.2%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | -1.1% | -14.7% | -14.7% |
| 7D | -41.9% | -9.7% | -32.2% | -32.2% |
| 30D | -75.1% | -39.2% | -35.8% | -56.5% |
| 3M | -82.4% | -22.6% | -59.8% | -76.0% |
| 6M | -95.5% | -37.0% | -58.6% | -93.1% |
| YTD | -93.1% | +47.5% | -140.6% | -97.3% |
| 1Y | -97.8% | +75.0% | -172.8% | -99.4% |
| All | -97.8% | +77.4% | -175.2% | -99.4% |
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 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