+8,340.0%
ITW vs VICR
+11,356.8%
-3,016.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.6% | +0.9% |
| 7D | -2.4% | -0.4% | -2.0% | -2.4% |
| 30D | -9.5% | -15.6% | +6.0% | -7.8% |
| 3M | +6.6% | -35.4% | +42.0% | +10.9% |
| 6M | -1.8% | +1.3% | -3.0% | -5.9% |
| YTD | +9.0% | +62.5% | -53.4% | -3.1% |
| 1Y | +3.6% | +255.5% | -251.9% | -18.6% |
| 3Y | +19.4% | +182.0% | -162.6% | -8.3% |
| 5Y | +36.4% | +42.9% | -6.5% | +7.4% |
| 10Y | +190.0% | +1,494.0% | -1,304.0% | +51.1% |
| All | +8,340.0% | +11,356.8% | -3,016.8% | +2,713.1% |
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