+66.3%
IBIT vs VIVK
-100.0%
+166.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.3% | +6.1% | -0.2% |
| 7D | +1.1% | -7.9% | +9.0% | +1.2% |
| 30D | +22.2% | -42.0% | +64.2% | +22.6% |
| 3M | +26.0% | -92.5% | +118.5% | +27.7% |
| 6M | +13.2% | -98.0% | +111.2% | +15.4% |
| YTD | -10.8% | -97.9% | +87.1% | -9.8% |
| 1Y | -29.9% | -100.0% | +70.0% | -27.3% |
| All | +66.3% | -100.0% | +166.3% | +66.6% |
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 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