+2,046.8%
VICR vs IAG
+368.9%
+1,678.0%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.3% | +2.8% |
| 7D | +9.8% | +4.3% | +5.6% | +9.2% |
| 30D | -12.6% | +9.8% | -22.4% | -13.8% |
| 3M | -29.7% | +28.9% | -58.6% | -32.1% |
| 6M | +18.8% | -7.6% | +26.4% | +19.3% |
| YTD | +76.4% | +22.0% | +54.4% | +70.9% |
| 1Y | +282.4% | +99.5% | +182.9% | +249.2% |
| 3Y | +206.2% | +818.3% | -612.1% | +128.2% |
| 5Y | +53.9% | +785.9% | -732.0% | +10.5% |
| 10Y | +1,572.3% | +381.1% | +1,191.2% | +1,078.3% |
| All | +2,046.8% | +368.9% | +1,678.0% | +1,298.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling