+10.1%
IWF vs VIVK
-100.0%
+110.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -12.3% | +12.3% | 0.0% |
| 7D | +0.5% | -1.4% | +1.9% | +0.5% |
| 30D | -0.4% | -43.6% | +43.2% | -0.3% |
| 3M | -2.6% | -95.1% | +92.5% | -1.9% |
| 6M | +9.1% | -98.2% | +107.3% | +10.2% |
| YTD | +4.5% | -97.9% | +102.4% | +5.1% |
| 1Y | +10.1% | -100.0% | +110.1% | +13.2% |
| All | +10.1% | -100.0% | +110.1% | +13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling