-7.5%
IGV vs VIVK
-100.0%
+92.5%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -27.5% | +28.3% | +1.2% |
| 7D | -7.5% | -68.7% | +61.2% | -6.3% |
| 30D | -5.6% | -90.0% | +84.4% | -3.4% |
| 3M | +1.5% | -98.1% | +99.6% | +5.7% |
| 6M | +17.1% | -99.9% | +117.0% | +27.2% |
| YTD | -2.0% | -99.9% | +97.9% | +6.2% |
| 1Y | -7.5% | -100.0% | +92.5% | +7.5% |
| All | -7.5% | -100.0% | +92.5% | +7.5% |
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