+63.4%
IVZ vs VICR
+1,508.7%
-1,445.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.9% | +4.1% | +0.3% |
| 7D | +1.2% | +1.3% | -0.1% | +0.8% |
| 30D | +1.8% | -11.9% | +13.7% | +4.0% |
| 3M | +15.7% | -35.1% | +50.9% | +24.0% |
| 6M | +36.3% | +8.1% | +28.2% | +25.7% |
| YTD | +24.9% | +67.8% | -42.8% | +2.8% |
| 1Y | +48.9% | +267.3% | -218.4% | -0.3% |
| 3Y | +136.8% | +191.2% | -54.4% | +54.1% |
| 5Y | +60.0% | +48.1% | +11.9% | +10.4% |
| 10Y | +63.4% | +1,546.1% | -1,482.7% | -46.3% |
| All | +63.4% | +1,508.7% | -1,445.3% | -46.3% |
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 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