+63.3%
IWM vs VIVK
-100.0%
+163.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.3% | +5.0% | -1.3% |
| 7D | -1.1% | -7.9% | +6.7% | -1.1% |
| 30D | -3.1% | -42.0% | +38.8% | -2.7% |
| 3M | +2.2% | -92.5% | +94.7% | +3.8% |
| 6M | +15.1% | -98.0% | +113.1% | +17.6% |
| YTD | +18.6% | -97.9% | +116.5% | +20.2% |
| 1Y | +24.0% | -100.0% | +124.0% | +31.0% |
| All | +63.3% | -100.0% | +163.3% | +60.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling