+990.2%
IBKR vs VIVK
-100.0%
+1,090.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -7.4% | +9.6% | +2.2% |
| 7D | -1.3% | -4.4% | +3.0% | -1.3% |
| 30D | -0.2% | -40.8% | +40.6% | 0.0% |
| 3M | +3.0% | -94.1% | +97.1% | +4.1% |
| 6M | +33.9% | -98.2% | +132.1% | +35.7% |
| YTD | +42.5% | -98.0% | +140.5% | +44.0% |
| 1Y | +44.9% | -100.0% | +144.8% | +48.0% |
| 3Y | +293.0% | -100.0% | +393.0% | +300.8% |
| 5Y | +497.7% | -100.0% | +597.6% | +509.9% |
| All | +990.2% | -100.0% | +1,090.2% | +1,015.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling