-82.0%
IRE vs VICR
+213.6%
-295.6%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | +2.5% | +7.7% | +8.2% |
| 7D | +58.9% | +9.8% | +49.1% | +48.2% |
| 30D | +17.2% | -12.6% | +29.8% | +32.8% |
| 3M | -58.6% | -29.7% | -28.9% | -44.1% |
| 6M | -23.5% | +18.8% | -42.3% | -32.8% |
| YTD | -47.4% | +76.4% | -123.8% | -61.8% |
| All | -82.0% | +213.6% | -295.6% | -88.5% |
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