+210.2%
ROIV vs VICR
+263.7%
-53.5%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.9% | +5.7% | +1.3% |
| 7D | +22.3% | +1.3% | +21.1% | +22.2% |
| 30D | +16.9% | -11.9% | +28.8% | +18.1% |
| 3M | +43.9% | -35.1% | +79.1% | +47.7% |
| 6M | +41.6% | +8.1% | +33.4% | +36.7% |
| YTD | +92.7% | +67.8% | +24.9% | +84.3% |
| 1Y | +210.2% | +267.3% | -57.1% | +193.9% |
| All | +210.2% | +263.7% | -53.5% | +193.9% |
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