+1,215.0%
VICR vs INVH
+75.4%
+1,139.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -0.1% | +11.2% | +11.2% |
| 7D | +5.0% | -3.0% | +8.0% | +6.8% |
| 30D | -12.5% | -7.5% | -5.0% | -8.8% |
| 3M | -33.6% | -5.5% | -28.1% | -32.4% |
| 6M | +10.7% | +11.7% | -1.0% | +1.0% |
| YTD | +80.6% | +1.3% | +79.2% | +73.6% |
| 1Y | +288.4% | -6.1% | +294.4% | +291.3% |
| 3Y | +213.8% | -9.8% | +223.6% | +216.7% |
| 5Y | +58.8% | -19.7% | +78.5% | +71.9% |
| All | +1,215.0% | +75.4% | +1,139.7% | +779.4% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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