+1,104.4%
IVZ vs VICR
+775.5%
+328.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.5% | -4.4% | -0.3% |
| 7D | +0.6% | +0.4% | +0.2% | +0.4% |
| 30D | +4.0% | -13.9% | +17.9% | +7.3% |
| 3M | +18.2% | -38.4% | +56.6% | +29.7% |
| 6M | +32.8% | -7.2% | +40.0% | +25.8% |
| YTD | +28.7% | +72.0% | -43.3% | +2.5% |
| 1Y | +55.4% | +263.3% | -207.9% | -1.1% |
| 3Y | +135.2% | +173.3% | -38.1% | +46.9% |
| 5Y | +64.2% | +47.3% | +16.9% | +6.3% |
| 10Y | +64.6% | +1,495.2% | -1,430.6% | -51.4% |
| All | +1,104.4% | +775.5% | +328.8% | +162.5% |
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 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