+134.5%
IBM vs VIVK
-100.0%
+234.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.4% | -4.9% | -2.5% |
| 7D | -0.3% | -9.5% | +9.2% | -0.2% |
| 30D | -1.8% | -35.1% | +33.3% | -1.6% |
| 3M | -13.5% | -93.4% | +79.9% | -12.5% |
| 6M | -5.1% | -98.0% | +92.9% | -3.7% |
| YTD | -19.4% | -97.9% | +78.5% | -18.4% |
| 1Y | -6.5% | -100.0% | +93.4% | -4.3% |
| 3Y | +73.8% | -100.0% | +173.8% | +77.5% |
| 5Y | +116.3% | -100.0% | +216.3% | +121.0% |
| All | +134.5% | -100.0% | +234.5% | +135.0% |
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