+14.8%
IP vs VIVK
-100.0%
+114.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +34.1% | -33.3% | +0.5% |
| 7D | -5.1% | -42.9% | +37.9% | -4.7% |
| 30D | +8.5% | -88.6% | +97.1% | +10.2% |
| 3M | -13.8% | -97.7% | +83.9% | -11.5% |
| 6M | +5.7% | -99.9% | +105.6% | +11.1% |
| YTD | -9.1% | -99.9% | +90.8% | -6.3% |
| 1Y | -0.8% | -100.0% | +99.2% | +5.3% |
| 3Y | +14.8% | -100.0% | +114.8% | +17.3% |
| All | +14.8% | -100.0% | +114.8% | +17.3% |
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