+139.3%
IAU vs VIVK
-100.0%
+239.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.4% | +7.9% | +0.5% |
| 7D | -2.0% | -4.4% | +2.4% | -2.0% |
| 30D | -1.5% | -40.8% | +39.3% | -1.5% |
| 3M | +3.3% | -94.1% | +97.4% | +3.5% |
| 6M | -16.2% | -98.2% | +82.0% | -16.0% |
| YTD | +0.7% | -98.0% | +98.7% | +0.9% |
| 1Y | +19.2% | -100.0% | +119.2% | +21.7% |
| 3Y | +124.4% | -100.0% | +224.4% | +128.2% |
| All | +139.3% | -100.0% | +239.3% | +141.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling