+561.1%
IWM vs VIVK
-100.0%
+661.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -12.3% | +12.6% | +0.3% |
| 7D | +0.1% | -1.4% | +1.5% | +0.1% |
| 30D | -1.3% | -43.6% | +42.4% | -1.2% |
| 3M | +1.6% | -95.1% | +96.7% | +1.8% |
| 6M | +13.6% | -98.2% | +111.7% | +13.8% |
| YTD | +20.8% | -97.9% | +118.7% | +20.9% |
| 1Y | +26.4% | -100.0% | +126.4% | +26.9% |
| 3Y | +60.7% | -100.0% | +160.7% | +61.2% |
| 5Y | +38.2% | -100.0% | +138.2% | +38.7% |
| 10Y | +169.5% | -100.0% | +269.5% | +169.9% |
| All | +561.1% | -100.0% | +661.1% | +568.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling