+80.0%
VICR vs IAG
+56.5%
+23.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +10.2% | -21.4% | -15.1% |
| 7D | -26.6% | +1.1% | -27.7% | -27.2% |
| 30D | -47.9% | -5.3% | -42.7% | -46.9% |
| 3M | -29.8% | +18.0% | -47.8% | -35.4% |
| 6M | -36.6% | +7.1% | -43.7% | -39.1% |
| YTD | +45.1% | +5.9% | +39.2% | +33.8% |
| 1Y | +80.0% | +59.4% | +20.6% | +33.3% |
| All | +80.0% | +56.5% | +23.5% | +33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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