+123.2%
IAU vs VIVK
-100.0%
+223.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.4% | -4.1% | -1.7% |
| 7D | -3.4% | -9.5% | +6.1% | -3.4% |
| 30D | -1.1% | -35.1% | +34.0% | -1.2% |
| 3M | +5.8% | -93.4% | +99.2% | +5.1% |
| 6M | -16.9% | -98.0% | +81.0% | -17.6% |
| YTD | +0.1% | -97.9% | +98.0% | -0.3% |
| 1Y | +18.4% | -100.0% | +118.4% | +19.1% |
| All | +123.2% | -100.0% | +223.2% | +125.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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