+1,201.9%
IGV vs VIVK
-100.0%
+1,301.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +7.7% | -9.5% | -1.8% |
| 7D | -3.3% | +13.1% | -16.4% | -3.3% |
| 30D | 0.0% | -29.7% | +29.6% | 0.0% |
| 3M | +7.3% | -93.0% | +100.3% | +7.3% |
| 6M | +16.7% | -98.0% | +114.7% | +16.7% |
| YTD | -2.8% | -97.8% | +94.9% | -2.9% |
| 1Y | -6.7% | -100.0% | +93.3% | -6.8% |
| 3Y | +41.1% | -100.0% | +141.1% | +41.0% |
| 5Y | +22.0% | -100.0% | +122.0% | +21.8% |
| 10Y | +357.9% | -100.0% | +457.9% | +360.8% |
| All | +1,201.9% | -100.0% | +1,301.9% | +1,256.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling