+213.8%
VICR vs IFF
+29.0%
+184.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -0.5% | +11.7% | +11.3% |
| 7D | +5.0% | -3.2% | +8.1% | +6.0% |
| 30D | -12.5% | -0.3% | -12.2% | -12.6% |
| 3M | -33.6% | +8.4% | -42.0% | -36.4% |
| 6M | +10.7% | +23.0% | -12.4% | +0.1% |
| YTD | +80.6% | +25.5% | +55.1% | +60.6% |
| 1Y | +288.4% | +29.1% | +259.3% | +239.7% |
| 3Y | +213.8% | +31.7% | +182.1% | +152.6% |
| All | +213.8% | +29.0% | +184.8% | +152.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling