-100.0%
VIVK vs IBB
+128.4%
-228.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.9% | -5.5% | -6.3% |
| 7D | -7.9% | -3.9% | -4.0% | -7.6% |
| 30D | -42.0% | +2.7% | -44.7% | -42.1% |
| 3M | -92.5% | +21.4% | -113.9% | -92.6% |
| 6M | -98.0% | +20.1% | -118.1% | -98.0% |
| YTD | -97.9% | +21.9% | -119.8% | -97.9% |
| 1Y | -100.0% | +44.1% | -144.1% | -100.0% |
| 3Y | -100.0% | +63.4% | -163.3% | -100.0% |
| 5Y | -100.0% | +19.8% | -119.8% | -100.0% |
| All | -100.0% | +128.4% | -228.3% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 10y: compounded portfolio wealth divided by compounded IBB 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…
10y analysis · Full analysis span regression · 6 months rolling