+365.9%
IYR vs VIVK
-100.0%
+465.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.7% | -7.7% | -0.1% |
| 7D | -0.4% | +13.1% | -13.4% | -0.4% |
| 30D | -2.5% | -29.7% | +27.1% | -2.5% |
| 3M | +1.5% | -93.0% | +94.4% | +1.6% |
| 6M | +3.9% | -98.0% | +101.8% | +4.1% |
| YTD | +9.5% | -97.8% | +107.3% | +9.7% |
| 1Y | +7.5% | -100.0% | +107.4% | +7.9% |
| 3Y | +30.8% | -100.0% | +130.8% | +31.3% |
| 5Y | +4.8% | -100.0% | +104.8% | +5.2% |
| 10Y | +64.3% | -100.0% | +164.3% | +64.5% |
| All | +365.9% | -100.0% | +465.9% | +371.4% |
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