+213.8%
VICR vs IBN
+27.4%
+186.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +1.9% | +9.3% | +10.0% |
| 7D | +5.0% | -3.0% | +8.0% | +6.9% |
| 30D | -12.5% | -1.5% | -11.0% | -11.7% |
| 3M | -33.6% | +7.9% | -41.5% | -37.2% |
| 6M | +10.7% | +8.6% | +2.0% | +4.4% |
| YTD | +80.6% | -0.6% | +81.1% | +78.2% |
| 1Y | +288.4% | -7.3% | +295.7% | +294.4% |
| 3Y | +213.8% | +26.2% | +187.6% | +152.2% |
| All | +213.8% | +27.4% | +186.4% | +152.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling