+73.5%
IVV vs VICR
+3.5%
+70.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.8% | -0.2% |
| 7D | -0.6% | -9.7% | +9.1% | +0.1% |
| 30D | -3.7% | -39.2% | +35.6% | +0.3% |
| 3M | -2.7% | -22.6% | +19.8% | -1.8% |
| 6M | +2.2% | -37.0% | +39.2% | +3.5% |
| YTD | +10.9% | +47.5% | -36.6% | +1.0% |
| 1Y | +11.3% | +75.0% | -63.7% | -0.6% |
| 3Y | +76.9% | +343.0% | -266.1% | +35.8% |
| 5Y | +73.5% | +3.9% | +69.6% | +44.8% |
| All | +73.5% | +3.5% | +70.0% | +44.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling