-99.9%
VIVK vs IRE
-84.0%
-15.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -6.8% | +0.5% | -6.3% |
| 7D | -7.9% | +29.0% | -36.9% | -7.9% |
| 30D | -42.0% | +24.2% | -66.2% | -41.9% |
| 3M | -92.5% | -53.2% | -39.3% | -92.0% |
| 6M | -98.0% | -36.0% | -62.0% | -98.0% |
| YTD | -97.9% | -51.0% | -46.9% | -98.3% |
| All | -99.9% | -84.0% | -15.9% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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