+38.2%
IWM vs VIVK
-100.0%
+138.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.4% | -1.0% |
| 7D | -2.5% | -9.5% | +6.9% | -2.5% |
| 30D | -4.4% | -35.1% | +30.7% | -4.1% |
| 3M | +2.2% | -93.4% | +95.6% | +4.0% |
| 6M | +14.0% | -98.0% | +112.0% | +16.5% |
| YTD | +17.4% | -97.9% | +115.2% | +19.1% |
| 1Y | +22.9% | -100.0% | +122.9% | +29.1% |
| 3Y | +62.1% | -100.0% | +162.0% | +68.1% |
| 5Y | +38.2% | -100.0% | +138.2% | +45.0% |
| All | +38.2% | -100.0% | +138.2% | +45.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling