+322.1%
IVV vs VICR
+1,508.7%
-1,186.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.9% | +4.5% | +0.2% |
| 7D | -0.4% | +1.3% | -1.6% | -0.6% |
| 30D | -1.4% | -11.9% | +10.6% | -0.1% |
| 3M | +3.7% | -35.1% | +38.8% | +8.0% |
| 6M | +13.0% | +8.1% | +4.9% | +7.5% |
| YTD | +12.4% | +67.8% | -55.3% | -0.4% |
| 1Y | +18.6% | +267.3% | -248.7% | -7.4% |
| 3Y | +78.1% | +191.2% | -113.1% | +36.1% |
| 5Y | +82.3% | +48.1% | +34.2% | +44.1% |
| 10Y | +322.1% | +1,546.1% | -1,224.0% | +117.4% |
| All | +322.1% | +1,508.7% | -1,186.6% | +117.4% |
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