-93.7%
IRE vs VICR
-40.0%
-53.8%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +4.0% | +8.2% | +7.7% |
| 7D | -15.1% | +5.7% | -20.8% | -16.4% |
| 30D | -71.4% | -35.2% | -36.2% | -50.6% |
| 3M | -81.2% | -20.3% | -60.9% | -74.9% |
| 6M | -93.7% | -46.3% | -47.5% | -88.3% |
| All | -93.7% | -40.0% | -53.8% | -88.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling