-21.2%
IR vs VIK
+221.3%
-242.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.6% | -0.2% |
| 7D | -3.1% | -1.8% | -1.2% | -2.4% |
| 30D | -14.0% | -17.3% | +3.3% | -7.7% |
| 3M | +3.7% | -5.1% | +8.8% | +5.2% |
| 6M | -15.4% | +16.2% | -31.6% | -21.4% |
| YTD | -7.7% | +17.6% | -25.3% | -15.2% |
| 1Y | -8.8% | +33.5% | -42.3% | -20.7% |
| All | -21.2% | +221.3% | -242.5% | -41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 VIK 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