-1.3%
IWF vs VIVK
-100.0%
+98.7%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -27.5% | +27.8% | +0.5% |
| 7D | -4.2% | -68.7% | +64.5% | -3.9% |
| 30D | -8.1% | -90.0% | +81.9% | -7.7% |
| 3M | -5.1% | -98.1% | +93.0% | -4.4% |
| 6M | -1.4% | -99.9% | +98.5% | +0.2% |
| YTD | -0.1% | -99.9% | +99.8% | +1.1% |
| 1Y | -1.3% | -100.0% | +98.7% | +6.4% |
| All | -1.3% | -100.0% | +98.7% | +6.4% |
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 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