+78.8%
IVV vs VIVK
-100.0%
+178.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.7% | -8.3% | -0.6% |
| 7D | +0.5% | +13.1% | -12.5% | +0.5% |
| 30D | -1.0% | -29.7% | +28.7% | -0.9% |
| 3M | +3.9% | -93.0% | +96.8% | +4.6% |
| 6M | +14.5% | -98.0% | +112.5% | +15.6% |
| YTD | +12.9% | -97.8% | +110.7% | +13.5% |
| 1Y | +19.4% | -100.0% | +119.3% | +22.4% |
| 3Y | +78.8% | -100.0% | +178.8% | +72.9% |
| All | +78.8% | -100.0% | +178.8% | +72.9% |
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 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