+434.2%
IRM vs VICR
+1,679.8%
-1,245.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +11.2% | -9.1% | +0.8% |
| 7D | -1.4% | +5.0% | -6.4% | -2.0% |
| 30D | -7.4% | -12.5% | +5.1% | -6.2% |
| 3M | -7.4% | -33.6% | +26.2% | -4.1% |
| 6M | +8.7% | +10.7% | -2.0% | +4.8% |
| YTD | +40.9% | +80.6% | -39.6% | +28.0% |
| 1Y | +20.5% | +288.4% | -267.8% | -0.4% |
| 3Y | +101.7% | +213.8% | -112.1% | +63.8% |
| 5Y | +197.7% | +58.8% | +138.8% | +146.9% |
| All | +434.2% | +1,679.8% | -1,245.6% | +245.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling