+53.0%
IBM vs VIK
+221.3%
-168.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.2% | -2.2% |
| 7D | -0.3% | -1.8% | +1.5% | 0.0% |
| 30D | -1.8% | -17.3% | +15.4% | +2.1% |
| 3M | -13.5% | -5.1% | -8.4% | -13.0% |
| 6M | -5.1% | +16.2% | -21.3% | -10.0% |
| YTD | -19.4% | +17.6% | -37.0% | -23.7% |
| 1Y | -6.5% | +33.5% | -40.0% | -14.3% |
| All | +53.0% | +221.3% | -168.3% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 VIK 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