-9.5%
IEF vs VIVK
-100.0%
+90.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.4% | +7.2% | -0.2% |
| 7D | -1.3% | -4.4% | +3.0% | -1.3% |
| 30D | -1.7% | -40.8% | +39.1% | -1.7% |
| 3M | -2.5% | -94.1% | +91.6% | -2.2% |
| 6M | -3.3% | -98.2% | +94.9% | -2.9% |
| YTD | -2.8% | -98.0% | +95.2% | -2.5% |
| 1Y | -2.7% | -100.0% | +97.2% | -2.2% |
| 3Y | +8.9% | -100.0% | +108.9% | +9.4% |
| All | -9.5% | -100.0% | +90.5% | -8.9% |
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