+284.5%
ROIV vs VICR
+93.7%
+190.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.0% | -2.4% | -4.2% |
| 7D | +9.2% | +21.9% | -12.7% | +6.6% |
| 30D | +19.9% | -38.4% | +58.3% | +26.0% |
| 3M | +10.6% | -27.2% | +37.8% | +12.7% |
| 6M | +36.1% | -43.7% | +79.8% | +40.6% |
| YTD | +84.3% | +50.3% | +34.0% | +63.9% |
| 1Y | +87.6% | +74.6% | +13.0% | +63.3% |
| 3Y | +353.9% | +351.2% | +2.7% | +224.8% |
| 5Y | +376.1% | +2.5% | +373.6% | +254.8% |
| All | +284.5% | +93.7% | +190.8% | +179.0% |
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