-100.0%
VIVK vs IRM
+19.5%
-119.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.5% | +1.7% | -29.1% | -28.3% |
| 7D | -68.7% | +2.6% | -71.2% | -68.9% |
| 30D | -90.0% | +5.6% | -95.7% | -90.3% |
| 3M | -98.1% | -4.7% | -93.3% | -98.0% |
| 6M | -99.9% | -6.1% | -93.8% | -99.9% |
| YTD | -99.9% | +46.3% | -146.2% | -100.0% |
| 1Y | -100.0% | +18.7% | -118.7% | -100.0% |
| All | -100.0% | +19.5% | -119.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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