+24.1%
IP vs VIVK
-100.0%
+124.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -22.8% | +21.6% | -0.9% |
| 7D | 0.0% | -56.0% | +56.0% | +0.8% |
| 30D | +9.4% | -92.3% | +101.7% | +12.0% |
| 3M | -14.1% | -98.6% | +84.6% | -10.4% |
| 6M | +9.2% | -99.9% | +109.1% | +17.2% |
| YTD | -7.5% | -100.0% | +92.4% | -2.2% |
| 1Y | -2.8% | -100.0% | +97.2% | +5.8% |
| 3Y | +21.2% | -100.0% | +121.2% | +31.7% |
| 5Y | -11.5% | -100.0% | +88.5% | -3.3% |
| All | +24.1% | -100.0% | +124.1% | +30.4% |
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