+298.4%
IBM vs VIVK
-100.0%
+398.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.5% | +8.5% | +1.0% |
| 7D | +1.6% | -57.7% | +59.2% | +1.6% |
| 30D | +9.2% | -87.3% | +96.5% | +9.3% |
| 3M | +4.9% | -98.9% | +103.8% | +5.1% |
| 6M | +16.8% | -100.0% | +116.7% | +17.0% |
| YTD | -14.3% | -100.0% | +85.7% | -14.1% |
| 1Y | -16.7% | -100.0% | +83.3% | -16.5% |
| 3Y | +82.2% | -100.0% | +182.2% | +82.6% |
| 5Y | +149.9% | -100.0% | +249.9% | +150.5% |
| 10Y | +142.6% | -100.0% | +242.6% | +143.5% |
| All | +298.4% | -100.0% | +398.4% | +314.8% |
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