+123.0%
IBM vs VIVK
-100.0%
+223.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -7.4% | +11.3% | +4.0% |
| 7D | +3.6% | -4.4% | +7.9% | +3.6% |
| 30D | +3.1% | -40.8% | +43.9% | +3.7% |
| 3M | -10.8% | -94.1% | +83.3% | -8.8% |
| 6M | -0.8% | -98.2% | +97.4% | +2.0% |
| YTD | -16.2% | -98.0% | +81.8% | -14.0% |
| 1Y | -2.9% | -100.0% | +97.1% | +1.8% |
| 3Y | +79.8% | -100.0% | +179.8% | +87.5% |
| All | +123.0% | -100.0% | +223.0% | +136.5% |
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