+690.9%
IYR vs VICR
+557.9%
+133.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.9% | +3.8% | -0.3% |
| 7D | -0.9% | +1.3% | -2.2% | -1.2% |
| 30D | -2.4% | -11.9% | +9.6% | -0.9% |
| 3M | -2.0% | -35.1% | +33.1% | +2.5% |
| 6M | +2.5% | +8.1% | -5.7% | -4.2% |
| YTD | +8.3% | +67.8% | -59.5% | -7.2% |
| 1Y | +6.5% | +267.3% | -260.8% | -21.6% |
| 3Y | +29.3% | +191.2% | -161.9% | -7.9% |
| 5Y | +5.7% | +48.1% | -42.4% | -22.5% |
| 10Y | +69.2% | +1,546.1% | -1,476.9% | -31.4% |
| All | +690.9% | +557.9% | +133.0% | +147.3% |
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