+179.3%
IJH vs VIVK
-100.0%
+279.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.4% | +8.2% | +0.8% |
| 7D | -1.9% | -4.4% | +2.5% | -1.8% |
| 30D | -4.6% | -40.8% | +36.2% | -4.3% |
| 3M | -1.2% | -94.1% | +93.0% | +0.2% |
| 6M | +9.4% | -98.2% | +107.6% | +11.3% |
| YTD | +13.3% | -98.0% | +111.3% | +14.7% |
| 1Y | +13.4% | -100.0% | +113.4% | +17.1% |
| 3Y | +50.4% | -100.0% | +150.4% | +54.6% |
| 5Y | +49.0% | -100.0% | +149.0% | +53.1% |
| All | +179.3% | -100.0% | +279.3% | +180.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling