+952.9%
IVZ vs VICR
+659.3%
+293.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +11.3% | -4.6% | +3.9% |
| 7D | +4.1% | -6.5% | +10.7% | +5.4% |
| 30D | -2.0% | -38.5% | +36.5% | +8.7% |
| 3M | -7.8% | -26.1% | +18.2% | -4.7% |
| 6M | +6.3% | -36.2% | +42.6% | +9.2% |
| YTD | +12.6% | +49.2% | -36.6% | -10.4% |
| 1Y | +27.6% | +87.0% | -59.4% | -4.4% |
| 3Y | +154.0% | +350.4% | -196.4% | +35.3% |
| 5Y | +37.3% | +3.7% | +33.6% | -5.6% |
| 10Y | +50.5% | +1,084.9% | -1,034.3% | -53.5% |
| All | +952.9% | +659.3% | +293.6% | +129.5% |
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