+48.3%
IEMG vs VIVK
-100.0%
+148.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -7.4% | +8.6% | +1.2% |
| 7D | -1.3% | -4.4% | +3.1% | -1.3% |
| 30D | +1.9% | -40.8% | +42.7% | +2.1% |
| 3M | +1.4% | -94.1% | +95.6% | +2.4% |
| 6M | +15.2% | -98.2% | +113.4% | +16.7% |
| YTD | +23.8% | -98.0% | +121.8% | +25.0% |
| 1Y | +30.7% | -100.0% | +130.6% | +34.2% |
| 3Y | +83.3% | -100.0% | +183.3% | +86.8% |
| All | +48.3% | -100.0% | +148.3% | +49.6% |
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