+302.0%
ROIV vs VICR
+116.2%
+185.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.9% | +5.7% | +1.4% |
| 7D | +22.3% | +1.3% | +21.1% | +22.1% |
| 30D | +16.9% | -11.9% | +28.8% | +18.5% |
| 3M | +43.9% | -35.1% | +79.1% | +50.0% |
| 6M | +41.6% | +8.1% | +33.4% | +35.1% |
| YTD | +92.7% | +67.8% | +24.9% | +72.4% |
| 1Y | +210.2% | +267.3% | -57.1% | +146.4% |
| 3Y | +231.8% | +191.2% | +40.6% | +157.7% |
| 5Y | +319.8% | +48.1% | +271.7% | +212.7% |
| All | +302.0% | +116.2% | +185.8% | +193.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling