+41.5%
IVZ vs VICR
+978.3%
-936.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.4% | +5.8% | +3.1% |
| 7D | +7.6% | +8.3% | -0.7% | +5.8% |
| 30D | +4.3% | -35.2% | +39.5% | +12.5% |
| 3M | -9.3% | -29.8% | +20.5% | -5.6% |
| 6M | +5.2% | -48.6% | +53.8% | +13.7% |
| YTD | +13.4% | +45.1% | -31.7% | -6.5% |
| 1Y | +25.4% | +79.6% | -54.2% | -1.7% |
| 3Y | +152.5% | +335.4% | -182.9% | +45.8% |
| 5Y | +36.7% | -1.0% | +37.7% | +2.4% |
| All | +41.5% | +978.3% | -936.8% | -45.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling