+336.8%
ROIV vs VICR
+336.6%
+0.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.3% | -0.8% |
| 7D | +1.7% | +8.3% | -6.6% | +0.8% |
| 30D | +17.6% | -35.2% | +52.8% | +21.8% |
| 3M | +9.0% | -29.8% | +38.8% | +11.0% |
| 6M | +35.3% | -48.6% | +83.9% | +39.9% |
| YTD | +82.2% | +45.1% | +37.0% | +66.0% |
| 1Y | +92.3% | +79.6% | +12.7% | +71.2% |
| 3Y | +336.8% | +335.4% | +1.4% | +217.9% |
| All | +336.8% | +336.6% | +0.2% | +217.9% |
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 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