+143.5%
IWM vs VIVK
-100.0%
+243.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.5% | +7.2% | -0.3% |
| 7D | +1.4% | -57.7% | +59.1% | +2.0% |
| 30D | +2.3% | -87.3% | +89.5% | +3.4% |
| 3M | -8.3% | -98.9% | +90.6% | -6.0% |
| 6M | -1.3% | -100.0% | +98.6% | +2.7% |
| YTD | +13.5% | -100.0% | +113.5% | +17.5% |
| 1Y | +18.4% | -100.0% | +118.4% | +24.5% |
| 3Y | +69.6% | -100.0% | +169.6% | +78.1% |
| 5Y | +23.3% | -100.0% | +123.3% | +29.8% |
| All | +143.5% | -100.0% | +243.5% | +153.0% |
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 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