+12.4%
IYR vs VICR
+76.0%
-63.5%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -11.1% | +14.3% | +3.1% |
| 7D | +6.9% | -26.6% | +33.5% | +6.8% |
| 30D | +10.2% | -47.9% | +58.2% | +10.2% |
| 3M | -0.3% | -29.8% | +29.5% | -0.6% |
| 6M | +3.6% | -36.6% | +40.2% | +2.4% |
| YTD | +12.5% | +45.1% | -32.7% | +7.2% |
| 1Y | +12.4% | +80.0% | -67.6% | +6.2% |
| All | +12.4% | +76.0% | -63.5% | +6.2% |
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