+51.4%
IEFA vs VIK
+225.1%
-173.7%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.8% |
| 7D | -1.6% | -0.9% | -0.6% | -1.4% |
| 30D | -1.5% | -18.4% | +16.9% | +2.6% |
| 3M | +3.4% | -8.8% | +12.2% | +5.0% |
| 6M | +9.5% | +17.1% | -7.7% | +4.8% |
| YTD | +13.0% | +19.0% | -6.0% | +7.6% |
| 1Y | +18.0% | +30.1% | -12.1% | +10.1% |
| All | +51.4% | +225.1% | -173.7% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 VIK 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