+100.0%
IT vs VICR
+1,679.8%
-1,579.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +11.2% | -5.9% | +4.1% |
| 7D | -3.7% | +5.0% | -8.6% | -4.2% |
| 30D | +0.1% | -12.5% | +12.5% | +1.0% |
| 3M | +20.7% | -33.6% | +54.3% | +23.4% |
| 6M | +12.0% | +10.7% | +1.3% | +4.2% |
| YTD | -28.8% | +80.6% | -109.4% | -39.0% |
| 1Y | -25.5% | +288.4% | -313.9% | -43.8% |
| 3Y | -48.8% | +213.8% | -262.5% | -62.4% |
| 5Y | -42.7% | +58.8% | -101.6% | -56.4% |
| All | +100.0% | +1,679.8% | -1,579.8% | 0.0% |
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