+29.9%
IGV vs VIK
+236.8%
-207.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.6% | -4.5% | -2.6% |
| 7D | -3.3% | +3.6% | -6.9% | -4.3% |
| 30D | 0.0% | -16.7% | +16.7% | +5.0% |
| 3M | +7.3% | -1.1% | +8.4% | +7.0% |
| 6M | +16.7% | +27.8% | -11.1% | +5.8% |
| YTD | -2.8% | +23.3% | -26.2% | -11.3% |
| 1Y | -6.7% | +38.2% | -44.9% | -18.7% |
| All | +29.9% | +236.8% | -207.0% | -8.7% |
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