+77.4%
IBM vs VIVK
-100.0%
+177.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -6.3% | +9.7% | +3.5% |
| 7D | +3.6% | -7.9% | +11.4% | +3.6% |
| 30D | +1.5% | -42.0% | +43.5% | +2.2% |
| 3M | -12.9% | -92.5% | +79.6% | -10.9% |
| 6M | -3.9% | -98.0% | +94.1% | -0.9% |
| YTD | -17.3% | -97.9% | +80.6% | -14.7% |
| 1Y | -5.0% | -100.0% | +95.0% | -0.1% |
| All | +77.4% | -100.0% | +177.4% | +83.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling