+629.1%
IJR vs VIVK
-100.0%
+729.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -0.9% |
| 7D | -2.3% | -9.5% | +7.1% | -2.3% |
| 30D | -4.7% | -35.1% | +30.4% | -4.7% |
| 3M | +2.1% | -93.4% | +95.5% | +2.3% |
| 6M | +13.9% | -98.0% | +111.8% | +14.1% |
| YTD | +18.2% | -97.9% | +116.1% | +18.4% |
| 1Y | +21.8% | -100.0% | +121.8% | +22.3% |
| 3Y | +52.2% | -100.0% | +152.2% | +52.7% |
| 5Y | +40.1% | -100.0% | +140.1% | +40.6% |
| 10Y | +169.7% | -100.0% | +269.6% | +170.1% |
| All | +629.1% | -100.0% | +729.1% | +636.0% |
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