+1,238.5%
IWF vs VIVK
-100.0%
+1,338.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.7% | -8.0% | -0.3% |
| 7D | +1.5% | +13.1% | -11.6% | +1.5% |
| 30D | -1.3% | -29.7% | +28.4% | -1.3% |
| 3M | +0.1% | -93.0% | +93.1% | +0.2% |
| 6M | +10.3% | -98.0% | +108.2% | +10.4% |
| YTD | +4.2% | -97.8% | +101.9% | +4.2% |
| 1Y | +9.3% | -100.0% | +109.3% | +9.5% |
| 3Y | +79.3% | -100.0% | +179.3% | +79.6% |
| 5Y | +73.8% | -100.0% | +173.8% | +74.0% |
| 10Y | +410.9% | -100.0% | +510.9% | +411.7% |
| All | +1,238.5% | -100.0% | +1,338.5% | +1,262.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling