+5,589.7%
IT vs VICR
+2,461.0%
+3,128.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +2.5% | -9.9% | -7.9% |
| 7D | -9.1% | +9.8% | -19.0% | -10.8% |
| 30D | -7.0% | -12.6% | +5.6% | -5.6% |
| 3M | +7.6% | -29.7% | +37.3% | +10.4% |
| 6M | +2.1% | +18.8% | -16.7% | -9.2% |
| YTD | -31.6% | +76.4% | -108.0% | -44.6% |
| 1Y | -29.9% | +282.4% | -312.3% | -52.3% |
| 3Y | -51.3% | +206.2% | -257.4% | -68.1% |
| 5Y | -44.8% | +53.9% | -98.7% | -62.4% |
| 10Y | +91.4% | +1,572.3% | -1,481.0% | -31.3% |
| All | +5,589.7% | +2,461.0% | +3,128.6% | +1,036.8% |
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