+895.5%
ITOT vs VICR
+1,672.9%
-777.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +11.2% | -10.3% | -1.0% |
| 7D | -0.9% | +5.0% | -5.9% | -1.8% |
| 30D | -1.5% | -12.5% | +11.0% | +0.2% |
| 3M | +3.6% | -33.6% | +37.2% | +8.6% |
| 6M | +13.7% | +10.7% | +3.0% | +6.2% |
| YTD | +12.9% | +80.6% | -67.6% | -4.3% |
| 1Y | +17.2% | +288.4% | -271.2% | -14.8% |
| 3Y | +75.6% | +213.8% | -138.2% | +23.6% |
| 5Y | +75.5% | +58.8% | +16.6% | +27.9% |
| 10Y | +302.0% | +1,671.8% | -1,369.8% | +63.4% |
| All | +895.5% | +1,672.9% | -777.5% | +201.0% |
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 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