+150.1%
IBM vs VIVK
-100.0%
+250.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.5% | +8.5% | +1.1% |
| 7D | +1.6% | -57.7% | +59.2% | +2.4% |
| 30D | +9.2% | -87.3% | +96.5% | +11.0% |
| 3M | +4.9% | -98.9% | +103.8% | +9.3% |
| 6M | +16.8% | -100.0% | +116.7% | +24.8% |
| YTD | -14.3% | -100.0% | +85.7% | -8.7% |
| 1Y | -16.7% | -100.0% | +83.3% | -9.6% |
| 3Y | +82.2% | -100.0% | +182.2% | +97.1% |
| All | +150.1% | -100.0% | +250.1% | +177.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling