-1.3%
IWM vs VIVK
-100.0%
+98.6%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.5% | +7.2% | -0.3% |
| 7D | +1.4% | -57.7% | +59.1% | +1.7% |
| 30D | +2.3% | -87.3% | +89.5% | +2.8% |
| 3M | -8.3% | -98.9% | +90.6% | -8.2% |
| 6M | -1.3% | -100.0% | +98.6% | -3.1% |
| All | -1.3% | -100.0% | +98.6% | -3.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling