+195.5%
IWD vs VICR
+1,501.2%
-1,305.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | +0.1% |
| 7D | -2.3% | -0.4% | -1.9% | -2.3% |
| 30D | -1.8% | -15.6% | +13.8% | -0.3% |
| 3M | +8.0% | -35.4% | +43.4% | +11.6% |
| 6M | +17.0% | +1.3% | +15.7% | +12.6% |
| YTD | +21.3% | +62.5% | -41.2% | +9.5% |
| 1Y | +27.9% | +255.5% | -227.5% | +3.7% |
| 3Y | +70.1% | +182.0% | -111.9% | +35.0% |
| 5Y | +74.2% | +42.9% | +31.3% | +42.6% |
| All | +195.5% | +1,501.2% | -1,305.7% | +59.8% |
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