+188.3%
ITW vs VIVK
-100.0%
+288.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -7.4% | +8.5% | +1.1% |
| 7D | -0.7% | -4.4% | +3.6% | -0.7% |
| 30D | -8.3% | -40.8% | +32.5% | -8.1% |
| 3M | +6.0% | -94.1% | +100.2% | +7.0% |
| 6M | 0.0% | -98.2% | +98.2% | +1.1% |
| YTD | +10.2% | -98.0% | +108.2% | +11.1% |
| 1Y | +3.2% | -100.0% | +103.2% | +5.3% |
| 3Y | +21.0% | -100.0% | +121.0% | +23.1% |
| 5Y | +37.9% | -100.0% | +137.9% | +40.3% |
| All | +188.3% | -100.0% | +288.3% | +194.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling