+38.2%
IWM vs VICR
+46.6%
-8.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.9% | +3.5% | -0.7% |
| 7D | -1.1% | +1.3% | -2.4% | -1.4% |
| 30D | -3.1% | -11.9% | +8.8% | -1.7% |
| 3M | +2.2% | -35.1% | +37.4% | +7.0% |
| 6M | +15.1% | +8.1% | +6.9% | +8.8% |
| YTD | +18.6% | +67.8% | -49.2% | +3.7% |
| 1Y | +24.0% | +267.3% | -243.3% | -5.8% |
| 3Y | +63.7% | +191.2% | -127.5% | +21.4% |
| 5Y | +38.2% | +48.1% | -9.9% | +4.6% |
| All | +38.2% | +46.6% | -8.4% | +4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling