+313.4%
IVV vs VICR
+1,071.4%
-758.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.0% | -2.7% | +0.8% |
| 7D | -0.9% | +5.7% | -6.6% | -1.8% |
| 30D | -2.3% | -35.2% | +32.8% | +2.2% |
| 3M | -1.2% | -20.3% | +19.1% | -0.4% |
| 6M | +3.3% | -46.3% | +49.6% | +7.6% |
| YTD | +12.3% | +53.4% | -41.0% | -1.1% |
| 1Y | +12.5% | +81.6% | -69.0% | -3.4% |
| 3Y | +79.2% | +360.5% | -281.4% | +26.0% |
| 5Y | +75.6% | +4.4% | +71.2% | +45.4% |
| 10Y | +313.4% | +1,055.3% | -741.9% | +126.8% |
| All | +313.4% | +1,071.4% | -758.0% | +126.8% |
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 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