+726.5%
IWD vs VICR
+823.1%
-96.6%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.5% | -6.2% | -1.5% |
| 7D | -0.3% | +0.4% | -0.7% | -0.4% |
| 30D | +0.6% | -13.9% | +14.5% | +2.3% |
| 3M | +7.2% | -38.4% | +45.6% | +12.8% |
| 6M | +16.2% | -7.2% | +23.4% | +12.1% |
| YTD | +23.3% | +72.0% | -48.7% | +7.4% |
| 1Y | +29.6% | +263.3% | -233.7% | -1.1% |
| 3Y | +70.5% | +173.3% | -102.8% | +27.7% |
| 5Y | +73.5% | +47.3% | +26.2% | +32.1% |
| 10Y | +198.3% | +1,495.2% | -1,296.9% | +36.6% |
| All | +726.5% | +823.1% | -96.6% | +192.2% |
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