-16.1%
IP vs VIVK
-100.0%
+83.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -12.3% | +14.5% | +2.4% |
| 7D | -5.3% | -1.4% | -3.9% | -5.3% |
| 30D | -10.9% | -43.6% | +32.8% | -10.3% |
| 3M | +11.2% | -95.1% | +106.3% | +14.6% |
| 6M | -10.2% | -98.2% | +88.0% | -7.1% |
| YTD | -2.0% | -97.9% | +95.9% | 0.0% |
| 1Y | -19.1% | -100.0% | +80.9% | -12.5% |
| 3Y | +20.9% | -100.0% | +120.8% | +27.6% |
| All | -16.1% | -100.0% | +83.9% | -10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling