+776.1%
IVV vs VICR
+705.0%
+71.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.5% | -5.9% | -1.3% |
| 7D | +0.1% | +0.4% | -0.3% | 0.0% |
| 30D | +0.1% | -13.9% | +14.0% | +2.0% |
| 3M | +2.0% | -38.4% | +40.4% | +8.0% |
| 6M | +13.0% | -7.2% | +20.2% | +9.1% |
| YTD | +13.6% | +72.0% | -58.4% | -1.9% |
| 1Y | +20.1% | +263.3% | -243.2% | -9.8% |
| 3Y | +77.6% | +173.3% | -95.7% | +31.0% |
| 5Y | +82.5% | +47.3% | +35.2% | +37.4% |
| 10Y | +316.5% | +1,495.2% | -1,178.6% | +86.1% |
| All | +776.1% | +705.0% | +71.1% | +207.2% |
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