+42.9%
VICR vs IAG
+796.9%
-754.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.2% | -1.0% | -2.8% |
| 7D | -0.4% | -4.1% | +3.7% | +0.3% |
| 30D | -15.6% | +10.6% | -26.2% | -17.3% |
| 3M | -35.4% | +35.4% | -70.8% | -39.0% |
| 6M | +1.3% | -9.5% | +10.8% | +1.4% |
| YTD | +62.5% | +21.8% | +40.6% | +55.5% |
| 1Y | +255.5% | +84.1% | +171.3% | +221.4% |
| 3Y | +182.0% | +817.4% | -635.4% | +96.5% |
| 5Y | +42.9% | +830.1% | -787.2% | -10.1% |
| All | +42.9% | +796.9% | -754.0% | -10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling