-100.0%
VIVK vs IBB
+759.9%
-859.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -2.2% | -7.4% | -9.7% |
| 7D | -38.6% | +1.6% | -40.3% | -38.6% |
| 30D | -87.7% | +6.7% | -94.4% | -87.7% |
| 3M | -98.9% | +6.3% | -105.2% | -98.9% |
| 6M | -100.0% | +23.9% | -123.9% | -100.0% |
| YTD | -100.0% | +26.6% | -126.5% | -100.0% |
| 1Y | -100.0% | +29.6% | -129.6% | -100.0% |
| 3Y | -100.0% | +86.1% | -186.1% | -100.0% |
| 5Y | -100.0% | +40.3% | -140.3% | -100.0% |
| 10Y | -100.0% | +128.1% | -228.1% | -100.0% |
| All | -100.0% | +759.9% | -859.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling