+229.2%
ROIV vs VICR
+201.6%
+27.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | +2.5% | +16.2% | +18.5% |
| 7D | +20.2% | +9.8% | +10.3% | +19.0% |
| 30D | +14.1% | -12.6% | +26.7% | +15.5% |
| 3M | +45.6% | -29.7% | +75.3% | +49.0% |
| 6M | +44.1% | +18.8% | +25.3% | +37.5% |
| YTD | +91.2% | +76.4% | +14.8% | +75.1% |
| 1Y | +221.3% | +282.4% | -61.1% | +170.7% |
| 3Y | +229.2% | +206.2% | +23.0% | +131.2% |
| All | +229.2% | +201.6% | +27.6% | +131.2% |
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