+1,601.7%
VICR vs IAG
+427.6%
+1,174.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +0.8% | +10.3% | +11.1% |
| 7D | +5.0% | -1.1% | +6.0% | +5.1% |
| 30D | -12.5% | +12.1% | -24.6% | -13.9% |
| 3M | -33.6% | +25.5% | -59.1% | -35.7% |
| 6M | +10.7% | -7.1% | +17.8% | +10.7% |
| YTD | +80.6% | +22.9% | +57.7% | +75.0% |
| 1Y | +288.4% | +83.3% | +205.0% | +261.5% |
| 3Y | +213.8% | +808.5% | -594.7% | +144.9% |
| 5Y | +58.8% | +838.0% | -779.1% | +18.5% |
| All | +1,601.7% | +427.6% | +1,174.1% | +1,182.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling