+26.4%
IWM vs VIVK
-100.0%
+126.4%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -12.3% | +12.6% | +0.4% |
| 7D | +0.1% | -1.4% | +1.5% | +0.1% |
| 30D | -1.3% | -43.6% | +42.4% | -0.9% |
| 3M | +1.6% | -95.1% | +96.7% | +3.3% |
| 6M | +13.6% | -98.2% | +111.7% | +15.8% |
| YTD | +20.8% | -97.9% | +118.7% | +22.1% |
| 1Y | +26.4% | -100.0% | +126.4% | +33.8% |
| All | +26.4% | -100.0% | +126.4% | +33.8% |
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