+2.0%
IBKR vs VIVK
-100.0%
+102.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -23.3% | +16.7% | -6.2% |
| 7D | -11.1% | -75.3% | +64.3% | -9.3% |
| 30D | -19.7% | -92.3% | +72.6% | -17.1% |
| 3M | -18.0% | -98.3% | +80.3% | -13.9% |
| 6M | -13.2% | -99.9% | +86.8% | -5.0% |
| YTD | +13.4% | -99.9% | +113.4% | +21.5% |
| 1Y | +2.0% | -100.0% | +102.0% | +16.4% |
| All | +2.0% | -100.0% | +102.0% | +16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling