+886.2%
IVZ vs VICR
+582.0%
+304.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.7% | -8.7% | -2.2% |
| 7D | -2.4% | -23.1% | +20.7% | +3.6% |
| 30D | -11.2% | -48.1% | +36.8% | +2.7% |
| 3M | -14.0% | -32.8% | +18.9% | -8.8% |
| 6M | +0.5% | -47.6% | +48.1% | +8.5% |
| YTD | +5.4% | +34.0% | -28.6% | -13.8% |
| 1Y | +19.5% | +65.0% | -45.5% | -7.6% |
| 3Y | +128.7% | +277.1% | -148.4% | +27.5% |
| 5Y | +28.8% | -5.3% | +34.0% | -9.5% |
| 10Y | +52.3% | +1,075.0% | -1,022.7% | -52.9% |
| All | +886.2% | +582.0% | +304.2% | +120.9% |
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