+38.0%
IGV vs VIVK
-100.0%
+138.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -0.6% |
| 7D | -5.4% | -9.5% | +4.1% | -5.3% |
| 30D | -2.6% | -35.1% | +32.5% | -2.2% |
| 3M | +10.5% | -93.4% | +103.9% | +13.1% |
| 6M | +18.2% | -98.0% | +116.2% | +22.0% |
| YTD | -4.2% | -97.9% | +93.6% | -1.5% |
| 1Y | -9.8% | -100.0% | +90.1% | -4.8% |
| All | +38.0% | -100.0% | +138.0% | +36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling