+78.8%
IVV vs VICR
+201.6%
-122.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.1% | -0.8% |
| 7D | +0.5% | +9.8% | -9.3% | -0.3% |
| 30D | -1.0% | -12.6% | +11.6% | 0.0% |
| 3M | +3.9% | -29.7% | +33.5% | +6.0% |
| 6M | +14.5% | +18.8% | -4.3% | +9.4% |
| YTD | +12.9% | +76.4% | -63.5% | +3.2% |
| 1Y | +19.4% | +282.4% | -263.0% | -0.3% |
| 3Y | +78.8% | +206.2% | -127.4% | +48.8% |
| All | +78.8% | +201.6% | -122.8% | +48.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling