+756.6%
IWM vs VICR
+706.3%
+50.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -1.2% |
| 7D | +2.8% | +21.9% | -19.1% | -1.7% |
| 30D | +0.6% | -38.4% | +39.0% | +9.8% |
| 3M | -7.8% | -27.2% | +19.4% | -4.7% |
| 6M | -1.0% | -43.7% | +42.7% | +4.7% |
| YTD | +13.9% | +50.3% | -36.4% | -7.1% |
| 1Y | +15.4% | +74.6% | -59.1% | -9.2% |
| 3Y | +70.2% | +351.2% | -281.0% | -2.3% |
| 5Y | +23.7% | +2.5% | +21.2% | -11.0% |
| 10Y | +147.8% | +1,031.9% | -884.1% | -13.0% |
| All | +756.6% | +706.3% | +50.3% | +112.3% |
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