+22.9%
IWM vs VICR
+253.2%
-230.3%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | -0.7% |
| 7D | -2.5% | -0.4% | -2.1% | -2.5% |
| 30D | -4.4% | -15.6% | +11.2% | -3.1% |
| 3M | +2.2% | -35.4% | +37.6% | +5.3% |
| 6M | +14.0% | +1.3% | +12.7% | +9.9% |
| YTD | +17.4% | +62.5% | -45.1% | +9.2% |
| 1Y | +22.9% | +255.5% | -232.5% | +7.2% |
| All | +22.9% | +253.2% | -230.3% | +7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling