+9,974.9%
IRM vs VICR
+1,239.6%
+8,735.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.2% | -1.0% |
| 7D | +1.6% | +9.8% | -8.2% | +0.4% |
| 30D | -4.2% | -12.6% | +8.4% | -2.8% |
| 3M | -5.4% | -29.7% | +24.3% | -2.3% |
| 6M | +12.0% | +18.8% | -6.8% | +6.5% |
| YTD | +42.0% | +76.4% | -34.3% | +27.5% |
| 1Y | +29.9% | +282.4% | -252.5% | +4.5% |
| 3Y | +104.4% | +206.2% | -101.8% | +61.1% |
| 5Y | +191.0% | +53.9% | +137.1% | +134.9% |
| 10Y | +417.1% | +1,572.3% | -1,155.2% | +181.2% |
| All | +9,974.9% | +1,239.6% | +8,735.3% | +3,904.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling