+21.2%
IP vs VIVK
-100.0%
+121.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -7.5% | +8.9% | +1.5% |
| 7D | -0.3% | -57.7% | +57.4% | +0.4% |
| 30D | +7.9% | -87.3% | +95.2% | +9.4% |
| 3M | -15.3% | -98.9% | +83.6% | -12.5% |
| 6M | +10.5% | -100.0% | +110.5% | +16.5% |
| YTD | -9.4% | -100.0% | +90.6% | -6.0% |
| 1Y | -4.6% | -100.0% | +95.4% | +2.0% |
| 3Y | +21.2% | -100.0% | +121.2% | +25.4% |
| All | +21.2% | -100.0% | +121.2% | +25.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling