+21.0%
ITW vs VIVK
-100.0%
+121.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -7.4% | +8.5% | +1.2% |
| 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% | +7.2% |
| 6M | 0.0% | -98.2% | +98.2% | +1.4% |
| YTD | +10.2% | -98.0% | +108.2% | +11.4% |
| 1Y | +3.2% | -100.0% | +103.2% | +6.0% |
| 3Y | +21.0% | -100.0% | +121.0% | +19.0% |
| All | +21.0% | -100.0% | +121.0% | +19.0% |
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