+29.1%
IYR vs VICR
+209.3%
-180.2%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +11.2% | -10.4% | +0.3% |
| 7D | -1.4% | +5.0% | -6.3% | -1.6% |
| 30D | -2.7% | -12.5% | +9.8% | -2.3% |
| 3M | -2.1% | -33.6% | +31.5% | -1.0% |
| 6M | +3.6% | +10.7% | -7.1% | +0.5% |
| YTD | +8.1% | +80.6% | -72.4% | +1.3% |
| 1Y | +4.7% | +288.4% | -283.6% | -7.7% |
| 3Y | +29.1% | +213.8% | -184.7% | +13.6% |
| All | +29.1% | +209.3% | -180.2% | +13.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling