+558.1%
IWM vs VIVK
-100.0%
+658.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.7% | -8.1% | -0.5% |
| 7D | +1.4% | +13.1% | -11.6% | +1.4% |
| 30D | -2.3% | -29.7% | +27.4% | -2.3% |
| 3M | +4.0% | -93.0% | +96.9% | +4.1% |
| 6M | +17.9% | -98.0% | +115.9% | +18.2% |
| YTD | +20.2% | -97.8% | +118.0% | +20.4% |
| 1Y | +25.0% | -100.0% | +124.9% | +25.4% |
| 3Y | +66.0% | -100.0% | +166.0% | +66.5% |
| 5Y | +40.0% | -100.0% | +140.0% | +40.5% |
| 10Y | +166.9% | -100.0% | +266.9% | +167.3% |
| All | +558.1% | -100.0% | +658.1% | +565.0% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling