-100.0%
VIVK vs IRE
-98.1%
-1.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -14.4% | +6.9% | -6.3% |
| 7D | -57.7% | -31.8% | -25.8% | -56.2% |
| 30D | -87.3% | -71.8% | -15.5% | -86.6% |
| 3M | -98.9% | -88.9% | -10.0% | -98.8% |
| 6M | -100.0% | -95.4% | -4.6% | -99.9% |
| YTD | -100.0% | -94.2% | -5.7% | -100.0% |
| 1Y | -100.0% | -97.1% | -2.9% | -100.0% |
| All | -100.0% | -98.1% | -1.9% | -100.0% |
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