+48.8%
IEF vs VIVK
-100.0%
+148.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.3% | +6.1% | -0.3% |
| 7D | -0.3% | -7.9% | +7.6% | -0.3% |
| 30D | -0.6% | -42.0% | +41.4% | -0.6% |
| 3M | -1.0% | -92.5% | +91.5% | -1.0% |
| 6M | -3.1% | -98.0% | +94.9% | -3.1% |
| YTD | -1.9% | -97.9% | +96.0% | -1.9% |
| 1Y | -1.4% | -100.0% | +98.6% | -1.4% |
| 3Y | +9.8% | -100.0% | +109.8% | +9.8% |
| 5Y | -8.8% | -100.0% | +91.2% | -8.8% |
| 10Y | +4.7% | -100.0% | +104.7% | +4.7% |
| All | +48.8% | -100.0% | +148.8% | +49.1% |
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