-100.0%
VIVK vs IBN
+324.2%
-424.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +1.9% | -9.3% | -7.3% |
| 7D | -4.4% | -3.0% | -1.4% | -4.5% |
| 30D | -40.8% | -1.5% | -39.3% | -40.8% |
| 3M | -94.1% | +7.9% | -102.1% | -94.1% |
| 6M | -98.2% | +8.6% | -106.8% | -98.2% |
| YTD | -98.0% | -0.6% | -97.5% | -98.0% |
| 1Y | -100.0% | -7.3% | -92.6% | -100.0% |
| 3Y | -100.0% | +26.2% | -126.2% | -100.0% |
| 5Y | -100.0% | +57.8% | -157.8% | -100.0% |
| All | -100.0% | +324.2% | -424.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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