-100.0%
VIVK vs IFF
-35.8%
-64.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.5% | -6.9% | -7.3% |
| 7D | -4.4% | -3.2% | -1.2% | -3.6% |
| 30D | -40.8% | -0.3% | -40.5% | -40.8% |
| 3M | -94.1% | +8.4% | -102.6% | -94.4% |
| 6M | -98.2% | +23.0% | -121.2% | -98.4% |
| YTD | -98.0% | +25.5% | -123.5% | -98.2% |
| 1Y | -100.0% | +29.1% | -129.0% | -100.0% |
| 3Y | -100.0% | +31.7% | -131.6% | -100.0% |
| All | -100.0% | -35.8% | -64.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 5y: compounded portfolio wealth divided by compounded IFF 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…
5y analysis · Full analysis span regression · 6 months rolling