-6.5%
IBM vs VIVK
-100.0%
+93.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -1.3% |
| 3M | -13.5% | -93.4% | +79.9% | -11.0% |
| 6M | -5.1% | -98.0% | +92.9% | -1.6% |
| YTD | -19.4% | -97.9% | +78.5% | -16.1% |
| 1Y | -6.5% | -100.0% | +93.4% | -0.7% |
| All | -6.5% | -100.0% | +93.4% | -0.7% |
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