+13.9%
IEMG vs VIVK
-100.0%
+113.9%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -27.5% | +28.4% | +1.0% |
| 7D | -3.1% | -68.7% | +65.6% | -2.7% |
| 30D | -10.3% | -90.0% | +79.7% | -9.8% |
| 3M | -6.6% | -98.1% | +91.4% | -5.9% |
| 6M | -3.9% | -99.9% | +96.0% | -2.4% |
| YTD | +12.4% | -99.9% | +112.3% | +14.7% |
| 1Y | +13.9% | -100.0% | +113.9% | +18.8% |
| All | +13.9% | -100.0% | +113.9% | +18.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling