+755.3%
IVV vs VICR
+590.3%
+165.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.8% | -0.2% |
| 7D | -0.6% | -9.7% | +9.1% | +0.6% |
| 30D | -3.7% | -39.2% | +35.6% | +2.9% |
| 3M | -2.7% | -22.6% | +19.8% | -1.3% |
| 6M | +2.2% | -37.0% | +39.2% | +4.1% |
| YTD | +10.9% | +47.5% | -36.6% | -4.0% |
| 1Y | +11.3% | +75.0% | -63.7% | -6.4% |
| 3Y | +76.9% | +343.0% | -266.1% | +18.3% |
| 5Y | +73.5% | +3.9% | +69.6% | +35.9% |
| 10Y | +307.4% | +1,034.6% | -727.2% | +89.1% |
| All | +755.3% | +590.3% | +165.0% | +200.7% |
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