+30.7%
IVZ vs VICR
+76.0%
-45.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -11.1% | +15.3% | +5.5% |
| 7D | +2.6% | -26.6% | +29.2% | +6.5% |
| 30D | -3.5% | -47.9% | +44.5% | +4.1% |
| 3M | -7.4% | -29.8% | +22.4% | -4.9% |
| 6M | +14.7% | -36.6% | +51.3% | +15.3% |
| YTD | +14.6% | +45.1% | -30.5% | -8.5% |
| 1Y | +30.7% | +80.0% | -49.3% | -2.3% |
| All | +30.7% | +76.0% | -45.3% | -2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling