+1,601.7%
VICR vs IBN
+324.2%
+1,277.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +1.9% | +9.3% | +10.3% |
| 7D | +5.0% | -3.0% | +8.0% | +6.4% |
| 30D | -12.5% | -1.5% | -11.0% | -11.9% |
| 3M | -33.6% | +7.9% | -41.5% | -36.0% |
| 6M | +10.7% | +8.6% | +2.0% | +7.0% |
| YTD | +80.6% | -0.6% | +81.1% | +81.2% |
| 1Y | +288.4% | -7.3% | +295.7% | +300.3% |
| 3Y | +213.8% | +26.2% | +187.6% | +182.9% |
| 5Y | +58.8% | +57.8% | +1.0% | +32.6% |
| All | +1,601.7% | +324.2% | +1,277.5% | +997.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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