+28.8%
IGV vs VIK
+225.3%
-196.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | +0.1% |
| 7D | -1.5% | -0.8% | -0.7% | -1.4% |
| 30D | -3.0% | -18.0% | +15.0% | +2.2% |
| 3M | +9.6% | -5.8% | +15.4% | +10.7% |
| 6M | +16.1% | +17.2% | -1.0% | +8.3% |
| YTD | -3.6% | +19.1% | -22.8% | -11.2% |
| 1Y | -7.8% | +33.6% | -41.5% | -19.0% |
| All | +28.8% | +225.3% | -196.5% | -8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling