-100.0%
VIVK vs IRE
-97.4%
-2.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.3% | +12.1% | -26.5% | -15.3% |
| 7D | -48.0% | -15.1% | -32.9% | -47.7% |
| 30D | -88.4% | -71.4% | -17.1% | -88.2% |
| 3M | -98.7% | -81.2% | -17.6% | -98.7% |
| 6M | -100.0% | -93.7% | -6.2% | -99.9% |
| YTD | -100.0% | -92.2% | -7.7% | -100.0% |
| 1Y | -100.0% | -97.3% | -2.7% | -100.0% |
| All | -100.0% | -97.4% | -2.6% | -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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling