+413.4%
IWF vs VIVK
-100.0%
+513.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.4% | +8.2% | +0.8% |
| 7D | -0.9% | -4.4% | +3.4% | -0.9% |
| 30D | -1.7% | -40.8% | +39.1% | -1.6% |
| 3M | +0.7% | -94.1% | +94.8% | +1.4% |
| 6M | +8.6% | -98.2% | +106.8% | +9.6% |
| YTD | +3.5% | -98.0% | +101.5% | +4.2% |
| 1Y | +7.0% | -100.0% | +107.0% | +9.0% |
| 3Y | +76.3% | -100.0% | +176.3% | +79.1% |
| 5Y | +74.8% | -100.0% | +174.7% | +77.5% |
| All | +413.4% | -100.0% | +513.4% | +417.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling