-97.1%
IRE vs VICR
+70.3%
-167.4%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -3.4% | -11.0% | -11.0% |
| 7D | -31.8% | +8.3% | -40.1% | -37.1% |
| 30D | -71.8% | -35.2% | -36.6% | -53.9% |
| 3M | -88.9% | -29.8% | -59.1% | -83.4% |
| 6M | -95.4% | -48.6% | -46.8% | -90.8% |
| YTD | -94.2% | +45.1% | -139.4% | -97.3% |
| 1Y | -97.1% | +79.6% | -176.6% | -99.1% |
| All | -97.1% | +70.3% | -167.4% | -99.1% |
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 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