-100.0%
VIVK vs IRM
+1,028.7%
-1,128.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.7% | -5.6% | -6.3% |
| 7D | -7.9% | +3.0% | -10.9% | -8.2% |
| 30D | -42.0% | -5.2% | -36.7% | -41.7% |
| 3M | -92.5% | -8.0% | -84.5% | -92.5% |
| 6M | -98.0% | +9.2% | -107.2% | -98.0% |
| YTD | -97.9% | +41.0% | -138.9% | -98.0% |
| 1Y | -100.0% | +23.3% | -123.2% | -100.0% |
| 3Y | -100.0% | +102.8% | -202.8% | -100.0% |
| 5Y | -100.0% | +192.8% | -292.8% | -100.0% |
| 10Y | -100.0% | +439.6% | -539.6% | -100.0% |
| All | -100.0% | +1,028.7% | -1,128.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling