+168.1%
IJR vs VIVK
-100.0%
+268.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.4% | +7.9% | +0.6% |
| 7D | -2.2% | -4.4% | +2.2% | -2.1% |
| 30D | -4.6% | -40.8% | +36.2% | -4.3% |
| 3M | +0.2% | -94.1% | +94.4% | +1.7% |
| 6M | +14.7% | -98.2% | +112.9% | +16.8% |
| YTD | +18.9% | -98.0% | +116.9% | +20.4% |
| 1Y | +19.9% | -100.0% | +119.9% | +24.1% |
| 3Y | +53.0% | -100.0% | +153.0% | +57.5% |
| 5Y | +40.9% | -100.0% | +140.9% | +45.1% |
| All | +168.1% | -100.0% | +268.1% | +168.2% |
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