+320.3%
IAU vs VIVK
-100.0%
+420.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +7.7% | -9.4% | -1.7% |
| 7D | +0.7% | +13.1% | -12.3% | +0.7% |
| 30D | +0.3% | -29.7% | +30.0% | +0.3% |
| 3M | +0.7% | -93.0% | +93.7% | +0.6% |
| 6M | -15.5% | -98.0% | +82.5% | -15.6% |
| YTD | +1.0% | -97.8% | +98.7% | +0.9% |
| 1Y | +19.6% | -100.0% | +119.5% | +19.3% |
| 3Y | +125.4% | -100.0% | +225.4% | +125.1% |
| 5Y | +140.7% | -100.0% | +240.7% | +140.3% |
| 10Y | +218.1% | -100.0% | +318.1% | +219.2% |
| All | +320.3% | -100.0% | +420.3% | +325.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling