+26.8%
IP vs VIVK
-100.0%
+126.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -23.6% | +26.5% | +3.2% |
| 7D | -3.0% | -44.2% | +41.2% | -2.6% |
| 30D | +10.6% | -90.0% | +100.6% | +13.0% |
| 3M | -13.6% | -98.0% | +84.4% | -10.3% |
| 6M | +10.4% | -99.9% | +110.3% | +18.2% |
| YTD | -6.5% | -99.9% | +93.4% | -1.4% |
| 1Y | -2.1% | -100.0% | +97.9% | +6.1% |
| 3Y | +22.0% | -100.0% | +122.0% | +32.1% |
| 5Y | -9.7% | -100.0% | +90.3% | -1.5% |
| 10Y | +26.8% | -100.0% | +126.8% | +32.8% |
| All | +26.8% | -100.0% | +126.8% | +32.8% |
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 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