+53.8%
IWM vs VIK
+236.8%
-183.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -1.3% |
| 7D | +1.4% | +3.6% | -2.2% | +0.2% |
| 30D | -2.3% | -16.7% | +14.5% | +3.4% |
| 3M | +4.0% | -1.1% | +5.0% | +3.6% |
| 6M | +17.9% | +27.8% | -9.9% | +6.6% |
| YTD | +20.2% | +23.3% | -3.1% | +9.4% |
| 1Y | +25.0% | +38.2% | -13.2% | +8.7% |
| All | +53.8% | +236.8% | -183.0% | +1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 VIK 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