-57.5%
IT vs VIK
+225.1%
-282.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.2% | +4.1% | +5.0% |
| 7D | -3.7% | -0.9% | -2.7% | -3.5% |
| 30D | +0.1% | -18.4% | +18.5% | +4.3% |
| 3M | +20.7% | -8.8% | +29.5% | +22.1% |
| 6M | +12.0% | +17.1% | -5.2% | +4.2% |
| YTD | -28.8% | +19.0% | -47.9% | -34.3% |
| 1Y | -25.5% | +30.1% | -55.7% | -33.5% |
| All | -57.5% | +225.1% | -282.6% | -69.5% |
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