-100.0%
VIVK vs IRM
+440.8%
-540.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +2.0% | -9.4% | -8.0% |
| 7D | -4.4% | -1.4% | -2.9% | -4.0% |
| 30D | -40.8% | -7.4% | -33.4% | -39.5% |
| 3M | -94.1% | -7.4% | -86.8% | -94.1% |
| 6M | -98.2% | +8.7% | -106.9% | -98.3% |
| YTD | -98.0% | +40.9% | -139.0% | -98.2% |
| 1Y | -100.0% | +20.5% | -120.5% | -100.0% |
| 3Y | -100.0% | +101.7% | -201.7% | -100.0% |
| 5Y | -100.0% | +197.7% | -297.7% | -100.0% |
| All | -100.0% | +440.8% | -540.8% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling