+271.6%
IBM vs VIVK
-100.0%
+371.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.7% | -8.8% | -1.2% |
| 7D | +0.3% | +13.1% | -12.8% | +0.3% |
| 30D | -1.5% | -29.7% | +28.2% | -1.5% |
| 3M | -16.8% | -93.0% | +76.2% | -16.7% |
| 6M | -9.0% | -98.0% | +88.9% | -9.0% |
| YTD | -20.1% | -97.8% | +77.7% | -20.0% |
| 1Y | -7.0% | -100.0% | +93.0% | -6.9% |
| 3Y | +72.4% | -100.0% | +172.4% | +72.6% |
| 5Y | +112.0% | -100.0% | +212.0% | +112.2% |
| 10Y | +131.6% | -100.0% | +231.5% | +132.2% |
| All | +271.6% | -100.0% | +371.6% | +286.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling