+263.3%
VICR vs IFF
+34.4%
+228.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.1% | +5.6% | +5.5% |
| 7D | +0.4% | -1.8% | +2.2% | +0.6% |
| 30D | -13.9% | -2.0% | -12.0% | -13.6% |
| 3M | -38.4% | +18.5% | -56.9% | -41.5% |
| 6M | -7.2% | +11.7% | -18.9% | -12.6% |
| YTD | +72.0% | +29.6% | +42.5% | +58.9% |
| 1Y | +263.3% | +35.0% | +228.3% | +213.8% |
| All | +263.3% | +34.4% | +228.9% | +213.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 1y: compounded portfolio wealth divided by compounded IFF 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…
1y analysis · Full analysis span regression · 6 months rolling