+235.9%
ROIV vs VICR
+121.7%
+114.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.5% | -4.0% | +0.8% |
| 7D | +0.6% | +0.4% | +0.2% | +0.5% |
| 30D | +1.0% | -13.9% | +14.9% | +2.7% |
| 3M | +18.3% | -38.4% | +56.7% | +24.0% |
| 6M | +18.3% | -7.2% | +25.5% | +15.1% |
| YTD | +61.0% | +72.0% | -11.1% | +43.5% |
| 1Y | +177.9% | +263.3% | -85.4% | +121.1% |
| 3Y | +199.1% | +173.3% | +25.8% | +134.7% |
| 5Y | +250.7% | +47.3% | +203.4% | +160.6% |
| All | +235.9% | +121.7% | +114.1% | +144.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling