+82.2%
IVV vs VIVK
-100.0%
+182.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.7% | -8.3% | -0.6% |
| 7D | +0.5% | +13.1% | -12.5% | +0.4% |
| 30D | -1.0% | -29.7% | +28.7% | -0.8% |
| 3M | +3.9% | -93.0% | +96.8% | +4.8% |
| 6M | +14.5% | -98.0% | +112.5% | +15.9% |
| YTD | +12.9% | -97.8% | +110.7% | +13.7% |
| 1Y | +19.4% | -100.0% | +119.3% | +22.7% |
| 3Y | +78.8% | -100.0% | +178.8% | +82.3% |
| 5Y | +82.2% | -100.0% | +182.2% | +85.4% |
| All | +82.2% | -100.0% | +182.2% | +85.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling